//--> //--> //--> //-->
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
subject:"Markov chain"
~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
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:"Brownian bridge"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Stochastic process
149
Stochastischer Prozess
149
Theorie
74
Theory
74
Volatility
50
Volatilität
50
Option pricing theory
43
Optionspreistheorie
43
Portfolio selection
26
Portfolio-Management
26
Estimation
20
Schätzung
20
Markov-Kette
17
Stochastic volatility
17
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
16
Schätztheorie
16
CAPM
15
Yield curve
12
Zinsstruktur
12
Option trading
11
Optionsgeschäft
11
Analysis
10
Börsenkurs
10
Derivat
10
Derivative
10
Mathematical analysis
10
Share price
10
Einheitswurzeltest
9
Mathematical programming
9
Mathematische Optimierung
9
Unit root test
9
Forecasting model
8
Interest rate
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Prognoseverfahren
8
USA
8
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Siu, Tak Kuen
5
Chan, Leunglung
3
Elliott, Robert J.
3
Hainaut, Donatien
2
Shen, Yang
2
Bao Hoang Nguyen
1
Chen, Shyh-Wei
1
Ching, Wai Ki
1
Feng, Yun
1
Gao, Shen
1
Hou, Chenghan
1
Iiboshi, Hirokuni
1
Jeong, Minsoo
1
Kirkby, J. Lars
1
Li, Xiao-ping
1
Li, Yong
1
Lou, Zhusheng
1
Lu, Jiejun
1
Moraux, Franck
1
Nguyen, Duy
1
Pan, Qi
1
Shen, Chung-hua
1
Shen, Jia
1
Wang, Nianling
1
Wu, Chong-feng
1
Xu, Wei-dong
1
Zhang, Mengzhe
1
Zhu, Dong-Mei
1
more ...
less ...
Published in...
All
Annals of finance
Economic modelling
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Finance and stochastics
12
Annals of operations research
11
Computational economics
10
International journal of production research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Applied mathematical finance
6
Asia-Pacific financial markets
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
The journal of computational finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
2
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
3
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
4
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:
5
A switching self-exciting jump diffusion process for stock prices
Hainaut, Donatien
;
Moraux, Franck
- In:
Annals of finance
15
(
2019
)
2
,
pp. 267-306
Persistent link: https://www.econbiz.de/10012058243
Saved in:
6
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
7
Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni
- In:
Economic modelling
52
(
2016
),
pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
Saved in:
8
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
9
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
10
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->