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Search: subject:"Regime-switching model"
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1
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
2
A recursive formula for a participating contract embedding a surrender option under
regime-switching
model
with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
Saved in:
3
Empirical analysis of stock indices under a
regime-switching
model
with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
4
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
5
The non-linear impact of high and growing government external debt on economic growth : a Markov Regime-switching approach
Doğan, İbrahim
;
Bilgili, Faik
- In:
Economic modelling
39
(
2014
),
pp. 213-220
Persistent link: https://www.econbiz.de/10010421857
Saved in:
6
Inventory change, capacity utilization and the semiconductor industry cycle
Liu, Wen-hsien
;
Chung, Ching-fan
;
Chang, Kuang-liang
- In:
Economic modelling
31
(
2013
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009725766
Saved in:
7
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
8
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
9
The determinants of FDI in Turkey : a Markov regime-switching approach
Bilgili, Faik
;
Tülüce, Nadide Sevil Halıcı
;
Doğan, …
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1161-1169
Persistent link: https://www.econbiz.de/10009667417
Saved in:
10
Measuring business cycles : a temporal disaggregation model with regime switching
Huang, Yu-lieh
- In:
Economic modelling
29
(
2012
)
2
,
pp. 283-290
Persistent link: https://www.econbiz.de/10009536015
Saved in:
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