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~isPartOf:"International review of financial analysis"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Optionspreistheorie
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Markov chain
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Markov-Kette
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Allen, David E.
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Christiansen, Charlotte
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Drakos, Kōnstantinos
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Hong, Yi
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Koutras, Vasileios M.
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Morkel-Kingsbury, Nigel
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Orłowski, Lucjan T.
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International review of financial analysis
International journal of theoretical and applied finance
27
Journal of econometrics
24
Economics letters
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Economic modelling
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European journal of operational research : EJOR
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Working paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Energy economics
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Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annals of finance
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EUI working paper / ECO
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Finance and stochastics
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Journal of forensic economics
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Macroeconomic dynamics
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The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Asia-Pacific financial markets
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Journal of legal economics
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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Finance and economics discussion series
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
2
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:
3
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:
4
A migration approach for USA banks' capitalization : are the 00s the same with the 90s?
Koutras, Vasileios M.
;
Drakos, Kōnstantinos
- In:
International review of financial analysis
30
(
2013
),
pp. 131-140
Persistent link: https://www.econbiz.de/10010460327
Saved in:
5
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:
6
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
;
Allen, David E.
;
Morkel-Kingsbury, Nigel
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
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