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~isPartOf:"Applied economics letters"
~language:"eng"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Optionspreistheorie
USA
VAR-Modell
Markov chain
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Azhar Mohamad
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Castro, Francisco de
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Hu, Jin-li
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Inani, Sarveshwar Kumar
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Applied economics letters
International journal of theoretical and applied finance
27
Journal of econometrics
24
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Economic modelling
16
European journal of operational research : EJOR
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Working paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Energy economics
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Journal of applied econometrics
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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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Finance research letters
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annals of finance
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Journal of forensic economics
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Macroeconomic dynamics
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The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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Asia-Pacific financial markets
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Journal of legal economics
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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EUI working paper
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Finance and economics discussion series
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International review of financial analysis
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Modelling insurgent-incumbent dynamics : vector autoregressions, multivariate Markov chains, and the nature of technological competition
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 843-849
Persistent link: https://www.econbiz.de/10012204398
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4
Profit rate in the US, 1949-2007 : a Markov switching assessment
Resende, Marcelo
- In:
Applied economics letters
25
(
2018
)
9
,
pp. 628-631
Persistent link: https://www.econbiz.de/10011855080
Saved in:
5
Time-varying effects of fiscal policy in Spain : a Markov-switching approach
Ricci-Risquete, Alejandro
;
Ramajo Hernández, Julián
; …
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 597-600
Persistent link: https://www.econbiz.de/10011628013
Saved in:
6
Identify regimes in post-war US GDP growth
Jiang, Yu
;
Fang, Xianming
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 397-401
Persistent link: https://www.econbiz.de/10010413712
Saved in:
7
Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model
Chang, Tzu-pu
;
Hu, Jin-li
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1255-1259
Persistent link: https://www.econbiz.de/10003886820
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