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~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"VAR model"
~subject:"Volatility"
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Search: subject_exact:"Markoff-Kette"
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Forecasting model
Game theory
VAR model
Volatility
Markov chain
33
Markov-Kette
33
Estimation
15
Schätzung
15
Capital income
11
Kapitaleinkommen
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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
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Bekiros, Stelios
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Moore, Tomoe
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1
Papailias, Fotis
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Quinn, Barry
1
Soper, Carolyne
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Ureche-Rangau, Loredana
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International review of financial analysis
Energy economics
37
International journal of forecasting
34
Journal of econometrics
34
Dynamic games and applications : DGA
33
Economic modelling
29
Journal of forecasting
29
Economics letters
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Applied economics
23
Finance research letters
20
Mathematics of operations research
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
European journal of operational research : EJOR
17
Journal of empirical finance
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Computational economics
16
Discussion paper / Tinbergen Institute
16
Journal of economic dynamics & control
16
CESifo working papers
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
International review of economics & finance : IREF
14
Working paper
14
Journal of banking & finance
13
Journal of economic theory
13
Applied economics letters
12
Discussion paper / Centre for Economic Policy Research
12
Working papers
12
International journal of theoretical and applied finance
11
Review of quantitative finance and accounting
11
Games and economic behavior
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Macroeconomic dynamics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The European journal of finance
9
Applied financial economics
8
CAMA working paper series
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1
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
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
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:
4
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:
5
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:
6
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:
7
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:
8
The contagion effect in European sovereign debt markets : a regime-switching vine copula approach
BenSaïda, Ahmed
- In:
International review of financial analysis
58
(
2018
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012006432
Saved in:
9
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:
10
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:
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