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~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"Schätzung"
~subject:"VAR model"
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Search: subject_exact:"Markoff-Kette"
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Forecasting model
Game theory
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Markov chain
33
Markov-Kette
33
Estimation
15
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11
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11
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Lee, Hsiang-Tai
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International review of financial analysis
Journal of econometrics
41
Economic modelling
37
Applied economics
36
Dynamic games and applications : DGA
33
International journal of forecasting
33
Energy economics
32
Journal of forecasting
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economics letters
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economic theory
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International journal of finance & economics : IJFE
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Games and economic behavior
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Journal of risk and financial management : JRFM
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Research in international business and finance
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The European journal of finance
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ECONIS (ZBW)
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1
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
2
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:
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
Bank lending in Switzerland : driven by business models and exposed to uncertainty
Beutler, Toni
;
Gubler, Matthias
;
Hauri, Simona
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013255872
Saved in:
5
Are hedge funds active market liquidity timers?
Li, Chenlu
;
Li, Baibing
;
Tee, Kaihong
- In:
International review of financial analysis
67
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012299122
Saved in:
6
Pricing of time-varying illiquidity within the Eurozone : evidence using a Markov switching liquidity-adjusted capital asset pricing model
Grillini, Stefano
;
Ozkan, Aydin
;
Sharma, Abhijit
; …
- In:
International review of financial analysis
64
(
2019
),
pp. 145-158
Persistent link: https://www.econbiz.de/10012208374
Saved in:
7
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:
8
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:
9
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:
10
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
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