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subject:"Markov chain"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of mathematical finance"
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Markov chain
Stochastic process
170
Stochastischer Prozess
170
Theorie
66
Theory
66
Option pricing theory
64
Optionspreistheorie
64
Volatility
58
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58
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28
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Siu, Tak Kuen
3
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2
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1
Bao Hoang Nguyen
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1
Dib, Y. M.
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Dib, Youssef M.
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Economic modelling
Journal of mathematical finance
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
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International journal of production research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
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Risks : open access journal
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Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of economic dynamics & control
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Finance research letters
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Annals of finance
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Applied mathematical finance
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Asia-Pacific financial markets
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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
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Journal of empirical finance
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Opsearch : journal of the Operational Research Society of India
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Scandinavian actuarial journal
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ECONIS (ZBW)
19
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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
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
Saved in:
5
Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M.
;
Kmeid, Najat
;
Greige, Hanna
;
Raffoul, …
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10011875270
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
The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
Saved in:
8
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
9
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:
10
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
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