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1
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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2
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
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3
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
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4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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5
How long to own and how much to use a car? : a dynamic discrete choice model to explain holding duration and driven mileage
Lapparent, Matthieu de
;
Cernicchiaro, Guilia
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1737-1744
Persistent link: https://www.econbiz.de/10009667117
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6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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7
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
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8
Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei
- In:
Economic modelling
35
(
2013
),
pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
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9
Inventory change, capacity utilization and the semiconductor industry cycle
Liu, Wen-hsien
;
Chung, Ching-fan
;
Chang, Kuang-liang
- In:
Economic modelling
31
(
2013
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009725766
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10
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
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