//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Review of quantitative finance and accounting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
24
Markov-Kette
24
Volatility
10
Volatilität
10
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Estimation
5
Option pricing theory
5
Optionspreistheorie
5
Schätzung
5
Aktienmarkt
4
Gewinn
4
Profit
4
Stock market
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Bank
2
Credit risk
2
Derivat
2
Derivative
2
Financial crisis
2
Finanzkrise
2
Hidden Markov model
2
Kreditrisiko
2
Markov process
2
Markov regime-switching
2
Method of moments
2
Momentenmethode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing
2
Regime-switching
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Dias, José G.
2
Kramin, Marat V.
2
Amidu, Mohammed
1
Baek, In-Seok
1
Cao, Yi
1
Chen, Bo
1
Chen, Chih-Nan
1
Chen, Son-nan
1
Chiang, Mi-Hsiu
1
Chiao, Cheng-huei
1
Cho, Sungjun
1
Chuang, Ming-Che
1
Costabile, Massimo
1
Dean, Warren G.
1
Dharan, Venkat G.
1
Ding, Xuemei
1
Faff, Robert W.
1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Harvey, Simon K.
1
He, Ping
1
Hsu, Derann
1
Isidro, Helena
1
Jin, Baiqiang
1
Kim, In-joon
1
Kim, Sol
1
Koutmos, Dimitrios
1
Kramin, Timur V.
1
Leccadito, Arturo
1
Li, Chang-Yi
1
Li, Ming-yuan Leon
1
Lin, Chien-Hsiu
1
Lin, Hsiou-wei William
1
Lin, Shih-kuei
1
Liu, Liu
1
Liu, Wei-han
1
Liu, Zhixin
1
Lo, Chia Chun
1
Mandal, Anandadeep
1
Masmoudi, Afif
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
74
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
71
Economics letters
67
International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
55
Applied economics
52
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
Macroeconomic dynamics
34
International review of financial analysis
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of banking & finance
30
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
2
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
3
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
4
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
5
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
6
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
7
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
8
A Markov decision model for consumer term-loan collections
Liu, Zhixin
;
He, Ping
;
Chen, Bo
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1043-1064
Persistent link: https://www.econbiz.de/10012172906
Saved in:
9
Data analytic approach for manipulation detection in stock market
Zhai, Jia
;
Cao, Yi
;
Ding, Xuemei
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 897-932
Persistent link: https://www.econbiz.de/10011979330
Saved in:
10
Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 859-892
Persistent link: https://www.econbiz.de/10011796919
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->