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~isPartOf:"International review of financial analysis"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"VAR model"
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Search: subject_exact:"Markoff-Kette"
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International review of financial analysis
Working papers / Penn Institute for Economic Research
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33
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1
Stochastic games with hidden states
Yamamoto, Yuichi
-
2018
-
This version: May 19, 2018
Persistent link: https://www.econbiz.de/10012001062
Saved in:
2
Direction-of-change forecasting in commodity futures markets
Liu, Jiadong
;
Papailias, Fotis
;
Quinn, Barry
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
Saved in:
3
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
4
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
5
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
6
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
7
Stochastic games with hidden states
Yamamoto, Yuichi
-
2016
-
This version: April 26, 2016
Persistent link: https://www.econbiz.de/10011565946
Saved in:
8
Stochastic games with hidden states
Yamamoto, Yuichi
-
2015
-
Rev., second version
Persistent link: https://www.econbiz.de/10011326756
Saved in:
9
Stochastic games with hidden states
Yamamoto, Yuichi
-
2015
Persistent link: https://www.econbiz.de/10010490922
Saved in:
10
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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