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subject:"Germany"
~isPartOf:"International review of financial analysis"
~subject:"Monte Carlo simulation"
~subject:"USA"
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Search: subject_exact:"Markovsche Kette"
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Germany
Monte Carlo simulation
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Markov chain
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Markov-Kette
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Estimation
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Capital income
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Allen, David E.
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Candradewi, Made Reina
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Christiansen, Charlotte
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Hotta, Luiz K.
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Jin, Xing
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International review of financial analysis
Journal of econometrics
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Discussion paper / Tinbergen Institute
29
Economics letters
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working paper
19
International journal of forecasting
17
Journal of applied econometrics
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Econometric reviews
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Economic modelling
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Energy economics
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Discussion paper / Centre for Economic Policy Research
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Journal of forecasting
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Journal of banking & finance
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Journal of empirical finance
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Applied economics
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CAMA working paper series
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Computational economics
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Econometric Institute research papers
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Journal of economic dynamics & control
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Journal of forensic economics
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Journal of the American Statistical Association : JASA
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Quantitative finance
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Risks : open access journal
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Working paper / National Bureau of Economic Research, Inc.
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CESifo working papers
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Journal of legal economics
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Macroeconomic dynamics
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Working papers
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Applied economics letters
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Discussion paper series
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Finance and economics discussion series
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GRIPS discussion papers
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Insurance / Mathematics & economics
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Journal of money, credit and banking : JMCB
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1
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
2
Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations
Stanescu, Silvia
;
Tunaru, Radu
;
Candradewi, Made Reina
- In:
International review of financial analysis
34
(
2014
),
pp. 177-188
Persistent link: https://www.econbiz.de/10010529042
Saved in:
3
A migration approach for USA banks' capitalization : are the 00s the same with the 90s?
Koutras, Vasileios M.
;
Drakos, Kōnstantinos
- In:
International review of financial analysis
30
(
2013
),
pp. 131-140
Persistent link: https://www.econbiz.de/10010460327
Saved in:
4
Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti
;
Hotta, Luiz K.
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 342-350
Persistent link: https://www.econbiz.de/10009272648
Saved in:
5
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
6
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
;
Allen, David E.
;
Morkel-Kingsbury, Nigel
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
Saved in:
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