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~isPartOf:"Journal of empirical finance"
~subject:"Markov chain"
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Markov chain
Volatility
265
Volatilität
264
Capital income
104
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104
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93
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Aragó Manzana, Vicent
1
BenSaïda, Ahmed
1
Chourdakis, Kyriakos
1
Constantinou, Nick
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Diewald, Laszlo
1
Dotsis, George
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Díaz-Hernández, Adán
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Miu, Peter
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Morley, James C.
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Nelson, Charles R.
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Oglend, Atle
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Pan, Zhiyuan
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Pollastri, Alessandro
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Rodrigues, Paulo Jorge Maurício
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Wese Simen, Chardin
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Xinyi, Liu
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Journal of empirical finance
Energy economics
34
Economic modelling
21
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Quantitative finance
11
Economics letters
10
International review of economics & finance : IREF
10
Review of quantitative finance and accounting
10
International journal of theoretical and applied finance
9
Journal of forecasting
9
Journal of mathematical finance
9
Applied economics letters
8
Computational economics
8
Econometric reviews
8
Journal of banking & finance
8
Journal of economic dynamics & control
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The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
International journal of finance & economics : IJFE
7
Research in international business and finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Econometrics : open access journal
6
Journal of risk and financial management : JRFM
6
The journal of futures markets
6
Applied financial economics
5
Applied mathematical finance
5
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics working paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of financial engineering
5
SFB 649 discussion paper
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ECONIS (ZBW)
17
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1
How regular are directional movements in commodity and asset
prices
? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
2
Box-Cox stochastic
volatility
models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
3
Maximum likelihood estimation of non-affine
volatility
processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
Saved in:
4
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
5
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
6
The frequency of regime switching in financial market
volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
7
Stock market
volatility
and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Saved in:
8
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
9
Some nonstandard stochastic
volatility
models and their estimation using structured hidden Markov models
Langrock, Roland
;
MacDonald, Iain L.
;
Zucchini, Walter
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 147-161
Persistent link: https://www.econbiz.de/10009615752
Saved in:
10
Volatility
estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
1
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