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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Markov-Kette"
~subject:"Time series analysis"
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ARCH model
Markov-Kette
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Markov chain
27
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12
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12
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10
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10
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10
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International review of economics & finance : IREF
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Mathematical methods of operations research
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Journal of economic dynamics & control
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Economics letters
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International journal of theoretical and applied finance
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International journal of production research
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International journal of forecasting
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Risks : open access journal
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Dynamic games and applications : DGA
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Journal of empirical finance
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International review of financial analysis
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Journal of banking & finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
3
Index measurement and analysis on spatial-temporal evolution of China's new economy based on the DPSIR model
Wen, Ting
;
Qi, Sinan
;
Qian, Yue
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 252-264
Persistent link: https://www.econbiz.de/10014446900
Saved in:
4
Do emerging art market segments have their own price dynamics? : Evidence from the Chinese art market
Wang, Fang
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 318-331
Persistent link: https://www.econbiz.de/10014364031
Saved in:
5
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
6
Trader positions and the price of oil in the futures market
Dedi, Valentina
;
Mandilaras, Alex
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 448-460
Persistent link: https://www.econbiz.de/10013543245
Saved in:
7
An ocean apart? : the effects of US business cycles on Chinese business cycles
Shen, Jiancheng
;
Selover, David D.
;
Li, Chao
;
Yousefi, Hamed
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 677-698
Persistent link: https://www.econbiz.de/10013545854
Saved in:
8
Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro
;
Etienne, Xiaoli Liao
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
Saved in:
9
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
10
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
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