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~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov-Kette"
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Forecasting model
Volatility
Zeitreihenanalyse
Markov chain
30
Markov-Kette
30
Theorie
15
Theory
15
Estimation
12
Schätzung
12
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9
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Journal of banking & finance
Journal of econometrics
42
Energy economics
37
International journal of forecasting
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economic modelling
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of forecasting
31
Applied economics
24
Discussion paper / Tinbergen Institute
22
Economics letters
22
Finance research letters
21
Journal of empirical finance
19
The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
15
International review of financial analysis
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13
International journal of finance & economics : IJFE
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10
Journal of economic dynamics & control
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Journal of applied econometrics
9
The European journal of finance
9
CAMA working paper series
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Econometrics : open access journal
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ECONIS (ZBW)
15
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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
Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut
;
Klaus, Benjamin
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
8
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
9
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
10
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
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