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~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"VAR model"
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ARCH model
Forecasting model
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Markov chain
33
Markov-Kette
33
Estimation
15
Schätzung
15
Capital income
11
Kapitaleinkommen
11
Theorie
11
Theory
11
Volatility
11
Volatilität
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6
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Markov switching
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Großbritannien
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Mandal, Anandadeep
2
Poshakwale, Sunil S.
2
Ané, Thierry
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Avdoulas, Christos
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Avino, Davide
1
Bekiros, Stelios
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Cagliesi, Gabriella
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1
Orłowski, Lucjan T.
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Papailias, Fotis
1
Quinn, Barry
1
Soper, Carolyne
1
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International review of financial analysis
Dynamic games and applications : DGA
33
International journal of forecasting
33
Journal of forecasting
28
Journal of econometrics
27
Energy economics
24
Economics letters
22
Economic modelling
20
Applied economics
19
Mathematics of operations research
19
CESifo working papers
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Discussion paper / Tinbergen Institute
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
European journal of operational research : EJOR
15
Journal of economic theory
13
Journal of empirical finance
13
Finance research letters
12
Journal of economic dynamics & control
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
International review of economics & finance : IREF
11
Working papers
11
Applied economics letters
10
Discussion paper / Centre for Economic Policy Research
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Games and economic behavior
10
Quantitative finance
10
Working paper
10
Journal of banking & finance
9
Journal of risk and financial management : JRFM
8
The European journal of finance
8
Working paper series / European Central Bank
8
EUI working paper / ECO
7
Econometric theory
7
Macroeconomic dynamics
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Mathematical methods of operations research
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Operations research letters
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11
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1
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
2
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
9
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
Saved in:
10
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
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