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Search: subject_exact:"Steady-state distribution of Markov chains"
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Elliott, Robert J.
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Dijk, Herman K. van
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Zha, Tao
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Bauwens, Luc
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Kamihigashi, Takashi
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214
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116
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85
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80
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75
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73
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2651
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
2652
Regime dependent volatilities and correlation in international securitized real estate markets
Liow, Kim Hiang
;
Ye, Qing
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012031221
Saved in:
2653
Assessing the stochastic stability of public debt : the case of Austria
Gödl, Maximilian
;
Zwick, Christoph
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 559-585
Persistent link: https://www.econbiz.de/10012031232
Saved in:
2654
Fuzzy logic-based optimised algorithm for mobility robustness and load-balancing in LTE/4G networks
Goyal, Tanu
;
Kaushal, Sakshi
;
Sangaiah, Arun Kumar
- In:
International journal of networking and virtual …
18
(
2018
)
4
,
pp. 323-337
Persistent link: https://www.econbiz.de/10011961421
Saved in:
2655
"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Lin, Li
;
Sornette, Didier
- In:
Journal of economic interaction and coordination : JEIC
13
(
2018
)
2
,
pp. 385-431
Persistent link: https://www.econbiz.de/10011962258
Saved in:
2656
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
2657
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:
2658
The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian
;
Velinov, Anton
- In:
Journal of banking & finance
88
(
2018
),
pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
Saved in:
2659
Pollution control with time-varying model mistrust of the stock dynamics
Gonzalez, Fidel
- In:
Computational economics
51
(
2018
)
3
,
pp. 541-569
Persistent link: https://www.econbiz.de/10011963707
Saved in:
2660
Annals of operations research ; volume 271, number 2 (December 2018)
2018
Persistent link: https://www.econbiz.de/10011963718
Saved in:
2661
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
2662
Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia
;
Xia, Qiang
;
Liu, Jinshan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
Saved in:
2663
Computable error bounds of Laplace inversion for pricing asian options
Song, Yingda
;
Cai, Ning
;
Kou, Steven
- In:
INFORMS journal on computing : JOC
30
(
2018
)
4
,
pp. 634-645
Persistent link: https://www.econbiz.de/10011966537
Saved in:
2664
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:
2665
Error analysis of finite difference and Markov chain approximations for option pricing
Li, Lingfei
;
Zhang, Gongqiu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 877-919
Persistent link: https://www.econbiz.de/10011969078
Saved in:
2666
A new computation method for signature : Markov process method
Yi, He
;
Cui, Lirong
- In:
Naval research logistics : an international journal
65
(
2018
)
5
,
pp. 410-426
Persistent link: https://www.econbiz.de/10011969326
Saved in:
2667
Aggregating courier deliveries
Steele, Patrick R.
;
Henderson, Shane G.
;
Shmoys, David …
- In:
Naval research logistics : an international journal
65
(
2018
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011969335
Saved in:
2668
Analysis of artillery shoot-and-scoot tactics
Shim, Younglak
;
Atkinson, Michael P.
- In:
Naval research logistics : an international journal
65
(
2018
)
3
,
pp. 242-274
Persistent link: https://www.econbiz.de/10011969336
Saved in:
2669
On the convergence of optimal actions for Markov decision processes and the optimality of (s, S) inventory policies
Feinberg, Eugene A.
;
Lewis, Mark E.
- In:
Naval research logistics : an international journal
65
(
2018
)
8
,
pp. 619-637
Persistent link: https://www.econbiz.de/10011969348
Saved in:
2670
Finite-horizon Markov population decision chains with constant risk posture
White, Amanda M.
;
Canbolat, Pelin G.
- In:
Naval research logistics : an international journal
65
(
2018
)
8
,
pp. 580-593
Persistent link: https://www.econbiz.de/10011969351
Saved in:
2671
Preference-sensitive management of post-mammography decisions in breast cancer diagnosis
Ayvaci, Mehmet Ulvi Saygi
;
Alagoz, Oguzhan
;
Ahsen, …
- In:
Production and operations management : the flagship …
27
(
2018
)
12
,
pp. 2313-2338
Persistent link: https://www.econbiz.de/10011969955
Saved in:
2672
Designing risk-adjusted therapy for patients with hypertension
Zargoush, Manaf
;
Gümüş, Mehmet
;
Verter, Vedat
; …
- In:
Production and operations management : the flagship …
27
(
2018
)
12
,
pp. 2291-2312
Persistent link: https://www.econbiz.de/10011969971
Saved in:
2673
Distribution of medication considering information, transshipment, and clustering : malaria in Malawi
Parvin, Hoda
;
Beygi, Shervin
;
Helm, Jonathan E.
; …
- In:
Production and operations management : the flagship …
27
(
2018
)
4
,
pp. 774-797
Persistent link: https://www.econbiz.de/10011970012
Saved in:
2674
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
2675
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
2676
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Saved in:
2677
Adjacency-clustering and its application for yield prediction in integrated circuit manufacturing
Hochbaum, Dorit S.
;
Liu, Sheng
- In:
Operations research
66
(
2018
)
6
,
pp. 1571-1585
Persistent link: https://www.econbiz.de/10011971662
Saved in:
2678
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
2679
Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah
;
Rahman, Md Lutfur
;
Shahzad, …
- In:
Energy economics
73
(
2018
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
Saved in:
2680
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
Saved in:
2681
Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash
;
Nademi, Younes
- In:
Energy economics
74
(
2018
),
pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
Saved in:
2682
Social and economic impact of the commercialization of the Argus II artificial retina in the United States
Walsh, Amanda C.
;
Salem, Marwa E.
;
Oliver, Zachary T.
; …
- In:
The journal of technology transfer
43
(
2018
)
6
,
pp. 1607-1630
Persistent link: https://www.econbiz.de/10011942818
Saved in:
2683
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
2684
A random coefficients mixture hidden Markov model for marketing research
Kappe, Eelco
;
Stadler Blank, Ashley
;
DeSarbo, Wayne
- In:
International journal of research in marketing : IJRM ; …
35
(
2018
)
3
,
pp. 415-431
Persistent link: https://www.econbiz.de/10011943231
Saved in:
2685
The effects of mobile promotions on customer purchase dynamics
Park, Chang Hee
;
Park, Young-Hoon
;
Schweidel, David A.
- In:
International journal of research in marketing : IJRM ; …
35
(
2018
)
3
,
pp. 453-470
Persistent link: https://www.econbiz.de/10011943257
Saved in:
2686
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
Saved in:
2687
Bayesian credibility for GLMs
Xacur, Oscar Alberto Quijano
;
Garrido, José
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 180-189
Persistent link: https://www.econbiz.de/10011944127
Saved in:
2688
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
Saved in:
2689
Cost-effectiveness of combined serum anti-Helicobacter pylori IgG antibody and serum pepsinogen concentrations for screening for gastric cancer risk in Japan
Saito, Shota
;
Azumi, Motoi
;
Muneoka, Yusuke
;
Nishino, …
- In:
The European journal of health economics : HEPAC ; …
19
(
2018
)
4
,
pp. 545-555
Persistent link: https://www.econbiz.de/10011947101
Saved in:
2690
Impact of increasing treatment rates on cost-effectiveness of subcutaneous immunotherapy (SCIT) in respiratory allergy : a decision analytic modelling approach
Richter, Ann-Kathrin
;
Klimek, Ludger
;
Merk, Hans
; …
- In:
The European journal of health economics : HEPAC ; …
19
(
2018
)
9
,
pp. 1229-1242
Persistent link: https://www.econbiz.de/10011948298
Saved in:
2691
Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia
Blagov, Boris
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1017-1060
Persistent link: https://www.econbiz.de/10011949450
Saved in:
2692
Cartels uncovered
Hyytinen, Ari
;
Steen, Frode
;
Toivanen, Otto
- In:
American economic journal : a journal of the American …
10
(
2018
)
4
,
pp. 190-222
Persistent link: https://www.econbiz.de/10011950346
Saved in:
2693
The transmission of inequality across multiple generations : testing recent theories with evidence from Germany
Braun, Sebastian
;
Stuhler, Jan
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
609
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011951201
Saved in:
2694
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
2695
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:
2696
Exit dynamics of start-up firms : structural estimation using indirect inference
Golombek, Rolf
;
Raknerud, Arvid
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 204-225
Persistent link: https://www.econbiz.de/10012110256
Saved in:
2697
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
2698
A generalization of Ramsey rule on discount rate with regime switching
Park, Seyoung
- In:
Economics letters
170
(
2018
),
pp. 147-150
Persistent link: https://www.econbiz.de/10012019573
Saved in:
2699
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
Saved in:
2700
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
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