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~isPartOf:"Journal of empirical finance"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Tuck School of Business working paper / Tuck School of Business at Dartmouth"
~language:"eng"
~subject:"Markov chain"
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Search: subject:"Multivariate"
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Markov chain
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21
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Multivariate Verteilung
16
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Shumsky, Robert A.
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Journal of empirical finance
Post-Print / HAL
Tuck School of Business working paper / Tuck School of Business at Dartmouth
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working paper
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European journal of operational research : EJOR
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Central European journal of economic modelling and econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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FRB St. Louis Working Paper
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Finance research letters
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Financial markets and portfolio management
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GRIPS discussion papers
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International journal of computational economics and econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A
multivariate
hidden semi-Markov model of customer-multichannel engagement
Sikdar, Sharmistha
;
Hooker, Giles
-
2019
engagement in a discrete time
multivariate
hidden semi-Markovian framework. An important implication of the semi …
Persistent link: https://www.econbiz.de/10012244850
Saved in:
2
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
3
Dynamic revenue management in airline alliances
Wright, Christopher P.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003753956
Saved in:
4
Moments of
multivariate
regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
5
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
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