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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Theorie"
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Volatility
Theorie
Markov chain
23
Markov-Kette
23
Estimation
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9
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7
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7
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Acquah, Benjamin K.
1
Altavilla, Carlo
1
Asai, Manabu
1
Brou, Jean Marcelin Bosson
1
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1
Cabral, Inês da Cunha
1
Chen, Cathy W. S.
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Thulaganyo, Kebaabetswe
1
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International journal of finance & economics : IJFE
European journal of operational research : EJOR
139
Journal of econometrics
81
Mathematical methods of operations research
62
Discussion paper / Tinbergen Institute
50
International journal of production research
48
Journal of economic dynamics & control
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Operations research letters
43
Mathematics of operations research
42
Economic modelling
41
Economics letters
41
Energy economics
40
Insurance / Mathematics & economics
39
International journal of theoretical and applied finance
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of economic theory
35
Risks : open access journal
34
Operations research
33
International journal of forecasting
30
International journal of production economics
29
Finance and stochastics
28
Quantitative finance
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Journal of empirical finance
26
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Applied economics
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Journal of forecasting
23
Macroeconomic dynamics
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Finance research letters
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
International review of economics & finance : IREF
18
International review of financial analysis
18
Journal of mathematical finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Discussion paper / Centre for Economic Policy Research
17
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ECONIS (ZBW)
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1
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
2
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
3
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
4
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
5
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
6
Inflation in the G7 and the expected time to reach the reference rate : a nonparametric approach
Cabral, Inês da Cunha
;
Nicolau, João
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1608-1620
Persistent link: https://www.econbiz.de/10013184363
Saved in:
7
Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
Saved in:
8
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo
;
De Grauwe, Paul
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10008702373
Saved in:
9
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001904952
Saved in:
10
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun
- In:
International journal of finance & economics : IJFE
3
(
1998
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
Saved in:
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