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ECONIS (ZBW)
1,985
RePEc
169
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1
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
2
A general approximation method for optimal stopping and random delay
Chen, Pengzhan
;
Song, Yingda
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10014471139
Saved in:
3
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
7
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
8
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
9
Predicting systemic financial risk with interpretable machine learning
Tang, Pan
;
Tang, Tiantian
;
Lu, Chennuo
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014492046
Saved in:
10
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
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11
A data-driven optimization approach to plan smart waste collection operations
Morais, Carolina Soares de
;
Ramos, Tânia Rodrigues Pereira
- In:
International transactions in operational research : a …
31
(
2024
)
4
,
pp. 2178-2208
Persistent link: https://www.econbiz.de/10014511749
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12
Regime-switching effect of COVID-19 pandemic on stock market index : evidence from Turkey as an emerging market example
Kartal, Mustafa Tevfik
;
Ayhan, Fatih
;
Kirikkaleli, Dervis
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 189-206
Persistent link: https://www.econbiz.de/10014511855
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13
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
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14
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
15
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
16
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
17
Index measurement and analysis on spatial-temporal evolution of China's new economy based on the DPSIR model
Wen, Ting
;
Qi, Sinan
;
Qian, Yue
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 252-264
Persistent link: https://www.econbiz.de/10014446900
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18
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
19
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
20
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
21
Do human capital and institutional quality contribute to Brazil's long term real convergence/divergence process? : a Markov regime-switching autoregressive approach
Doré, Natalia Izelli
;
Teixeira, Aurora Amélia Castro
- In:
Journal of institutional economics
20
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014519859
Saved in:
22
Development of a hybrid model to plan segment based optimal promotion strategy
Ekinci, Yeliz
;
Güran, Aysun
- In:
International journal of market research
65
(
2023
)
5
,
pp. 642-662
Persistent link: https://www.econbiz.de/10014368523
Saved in:
23
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
24
Interest rates, money, and fed monetary policy in a Markov-Switching Bayesian VAR
Rich, Kenneth M.
- In:
The B.E. journal of macroeconomics
23
(
2023
)
2
,
pp. 959-997
Persistent link: https://www.econbiz.de/10014368663
Saved in:
25
Risk-averse dynamic pricing using mean-semivariance optimization
Schlosser, Rainer
;
Gönsch, Jochen
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10014471124
Saved in:
26
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Josa-Fombellida, Ricardo
;
López-Casado, Paula
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1294-1311
Persistent link: https://www.econbiz.de/10014471166
Saved in:
27
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
28
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
29
The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games
Eibelshäuser, Steffen
;
Klockmann, Victor
;
Poensgen, David
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
6
,
pp. 1511-1526
Persistent link: https://www.econbiz.de/10014471535
Saved in:
30
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
31
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
32
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
33
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
Saved in:
34
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
35
Analyzing Linear DSGE models : the method of undetermined Markov states
Roulleau-Pasdeloup, Jordan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478711
Saved in:
36
Models used to characterise blockchain features : a systematic literature review and bibliometric analysis
Rico-Peña, Juan Jesús
;
Arguedas-Sanz, Raquel
; …
- In:
Technovation : the international journal of …
123
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014478875
Saved in:
37
An algorithmic trading system based on a stacked generalization model and hidden Markov model in the foreign exchange market
Fereydooni, Ali
;
Mahootchi, Masoud
- In:
Global finance journal
56
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478899
Saved in:
38
Cross-sector comovements and policy impact in the COVID-19 stock market : a dynamic factor approach
Yang, Joy D. Xiuyao
- In:
Global finance journal
56
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478952
Saved in:
39
Families of abstract decision problems whose admissible sets intersect in a singleton
Gori, Michele
- In:
Social choice and welfare
61
(
2023
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10014328571
Saved in:
40
Tradable and non-tradable inflation in Turkey : asymmetric responses to global factors
Saygılı, Hülya
;
Türkvatan, Aysun
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 973-1006
Persistent link: https://www.econbiz.de/10014329096
Saved in:
41
Regret analysis of a Markov policy gradient algorithm for multiarm bandits
Walton, Neil
;
Denisov, Denis
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1553-1588
Persistent link: https://www.econbiz.de/10014329345
Saved in:
42
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
43
Markov decision processes under model uncertainty
Neufeld, Ariel
;
Sester, Julian
;
Ṥikić, Mario
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 618-665
Persistent link: https://www.econbiz.de/10014329899
Saved in:
44
Synchronization in cycles of China and India during recent crises : a markov switching analysis
Dua, Pami
;
Tuteja, Divya
- In:
Journal of quantitative economics
21
(
2023
)
2
,
pp. 317-337
Persistent link: https://www.econbiz.de/10014330246
Saved in:
45
Economic design of multiple inspection plans via the expectation-maximization algorithm
Chun, Young H.
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014332087
Saved in:
46
Macroeconomic variables for predicting bear stock markets of Taiwan and China
Tran Van Phuong Duong
;
Lin, Szu-Hsien
;
Lai, Huei-Hwa
; …
- In:
International journal of emerging markets
18
(
2023
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10014333460
Saved in:
47
Zero-sum infinite-horizon discounted piecewise deterministic Markov games
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10014334516
Saved in:
48
Testing indexability and computing Whittle and Gittins index in subcubic time
Gast, Nicolas
;
Gaujal, Bruno
;
Khun, Kimang
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10014334593
Saved in:
49
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
50
Modeling the evolution of competitive market structure via competitive group dynamics
Kani, Amirali
;
Fong, Duncan K. H.
;
DeSarbo, Wayne
- In:
Journal of modelling in management
18
(
2023
)
2
,
pp. 457-479
Persistent link: https://www.econbiz.de/10014334909
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