//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Kirkby, J. Lars"
~person:"Nguyen, Duy"
~person:"Serletis, Apostolos"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
20
Markov-Kette
20
Volatility
12
Volatilität
12
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Schätzung
8
Theorie
8
Theory
8
ARCH model
4
ARCH-Modell
4
Finance
4
Geldpolitik
4
Markov chain approximation
4
Monetary policy
4
GARCH
3
Geldmenge
3
Jump diffusion
3
Markov regime switching
3
Money supply
3
Regime-switching
3
Stochastic volatility
3
Asian options
2
BEKK
2
Bank
2
CTMC
2
Dependence
2
Geldnachfrage
2
Großbritannien
2
Inflation
2
Markov Regime Switching
2
Markov regime-switching
2
Money demand
2
Multivariate Verteilung
2
Multivariate distribution
2
Option pricing
2
Option trading
2
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Kirkby, J. Lars
Nguyen, Duy
Serletis, Apostolos
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Elliott, Robert J.
11
Cui, Zhenyu
9
Siu, Tak Kuen
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Aki, Sigeo
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Legros, Benjamin
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Sola, Martin
7
Banik, A. D.
6
Billio, Monica
6
D'Amico, Guglielmo
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
6
He, Xin-Jiang
6
Leiva-Leon, Danilo
6
Marcellino, Massimiliano
6
Solan, Eilon
6
Wei, Qingda
6
Zhu, Song-Ping
6
Balbus, Lukasz
5
Balcilar, Mehmet
5
Blazsek, Szabolcs
5
more ...
less ...
Published in...
All
European journal of operational research : EJOR
4
Macroeconomic dynamics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Annals of finance
1
Economics letters
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
3
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
6
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
7
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
8
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
9
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
10
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->