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Markov-Kette
regime shift
49
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Energy economics
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International journal of services technology and management
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Journal of mathematical finance
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ECONIS (ZBW)
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1
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
Saved in:
2
Linkage between crop diversity and agro-ecosystem resilience : nonmonotonic agricultural response under alternate regimes
Matsushita, Kyohei
;
Yamane, Fumihiro
;
Asano, Kota
- In:
Ecological economics : the transdisciplinary journal of …
126
(
2016
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011629083
Saved in:
3
The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov
regime
shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
4
A new range-based regime-switching dynamic conditional correlation model for minimum-variance hedging
Su, Yi Kai
;
Wu, Chun-chou
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 207-219
Persistent link: https://www.econbiz.de/10010400103
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