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isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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Monte-Carlo-Simulation
Markov chain
86
Markov-Kette
86
Estimation
41
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41
Volatility
31
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31
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Kakamu, Kazuhiko
2
Balcilar, Mehmet
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Chen, Zhongtian
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Chikasada, Mitsuko
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Hammoudeh, Shawkat
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Hui, Eddie Chi Man
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Kunimoto, Noriyuki
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Li, Yong
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Prasanna, P. Krishna
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Usui, Takehiro
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Applied economics
Finance research letters
Journal of econometrics
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Econometric reviews
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of forecasting
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Economics letters
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European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
4
Quantitative marketing and economics : QME
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Regional science & urban economics
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The journal of operational risk
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Econometrics : open access journal
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INFORMS journal on computing : JOC
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International review of financial analysis
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Scandinavian actuarial journal
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
3
Does garbage pricing increase the immoral disposal of household waste?
Usui, Takehiro
;
Chikasada, Mitsuko
;
Kakamu, Kazuhiko
- In:
Applied economics
49
(
2017
)
38
,
pp. 3829-3840
Persistent link: https://www.econbiz.de/10011819945
Saved in:
4
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
5
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
6
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
7
The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
Saved in:
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