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~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov-Kette"
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Volatility
Zeitreihenanalyse
Markov chain
51
Markov-Kette
51
Theorie
24
Theory
24
Estimation
21
Schätzung
21
Volatilität
16
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11
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Copeland, Laurence S.
2
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Lin, Shih-kuei
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1
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1
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1
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Journal of banking & finance
The European journal of finance
Journal of econometrics
38
Energy economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economic modelling
30
International journal of forecasting
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
21
Economics letters
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Journal of forecasting
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Journal of empirical finance
18
Discussion paper / Tinbergen Institute
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of theoretical and applied finance
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International review of financial analysis
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12
CESifo working papers
11
International journal of finance & economics : IJFE
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10
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9
Journal of mathematical finance
9
Econometrics : open access journal
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Journal of risk and financial management : JRFM
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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CAMA working paper series
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CREATES research paper
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ECONIS (ZBW)
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
4
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
5
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
6
Volatility dependences of stock markets with structural breaks
Luo, Jiawen
;
Chen, Langnan
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
Saved in:
7
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che
;
Yang, Wan-Ru
;
Chen, Ming-Chi
;
Lin, …
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
Saved in:
8
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
9
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
10
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
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