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DOI
Author
Journal
Affiliation
ISSN
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Bayesian Markov Regime-Switching Models for Cointegration
(Articles)
Kai Cui
,
Wenshan Cui
Applied Mathematics
Vol.3 No.12
,December 14, 2012
DOI:
10.4236/am.2012.312259
7,145
Downloads
11,412
Views
Citations
Bayesian Factorized Cointegration Analysis
(Articles)
Kai Cui
,
Wenshan Cui
Open Journal of Statistics
Vol.2 No.5
,December 19, 2012
DOI:
10.4236/ojs.2012.25065
6,048
Downloads
8,698
Views
Citations
Combining Internal Data with Scenario Analysis
(Articles)
Elias Karam
,
Frédéric Planchet
Modern Economy
Vol.6 No.5
,May 22, 2015
DOI:
10.4236/me.2015.65055
4,404
Downloads
5,216
Views
Citations
Is the Great Moderation Ending?——UK and US Evidence
(Articles)
Giorgio Canarella
,
Wen-Shwo Fang
,
Stephen M. Miller
,
Stephen K. Pollard
Modern Economy
Vol.1 No.1
,June 7, 2010
DOI:
10.4236/me.2010.11002
4,553
Downloads
8,905
Views
Citations
Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching
(Articles)
Gang Wang
Journal of Mathematical Finance
Vol.4 No.3
,April 22, 2014
DOI:
10.4236/jmf.2014.43014
4,710
Downloads
6,643
Views
Citations
Bayesian Posterior Predictive Probability Happiness
(Articles)
Gabriela Rodríguez-Hernández
,
Galileo Domínguez-Zacarías
,
Carlos Juárez Lugo
Applied Mathematics
Vol.7 No.8
,May 20, 2016
DOI:
10.4236/am.2016.78068
2,121
Downloads
3,756
Views
Citations
This article belongs to the Special Issue on
Applied Probability
A Bayesian Inference Approach to Reduce Uncertainty in Magnetotelluric Inversion: A Synthetic Case Study
(Articles)
Osborne Kachaje
,
Liangjun Yan
,
Zhou Zhang
Journal of Geoscience and Environment Protection
Vol.7 No.2
,February 18, 2019
DOI:
10.4236/gep.2019.72005
756
Downloads
1,669
Views
Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy
(Articles)
Nop Sopipan
,
Pairote Sattayatham
,
Bhusana Premanode
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21014
9,479
Downloads
22,761
Views
Citations
Legacy of the Asian Currency Crisis: The Case of Korea
(Articles)
Jangryoul Kim
,
Gieyoung Lim
Modern Economy
Vol.3 No.8
,December 31, 2012
DOI:
10.4236/me.2012.38118
3,993
Downloads
5,685
Views
Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets
(Articles)
Ata Assaf
Journal of Mathematical Finance
Vol.7 No.2
,May 31, 2017
DOI:
10.4236/jmf.2017.72026
1,885
Downloads
4,503
Views
Citations
A Bayesian Approach for Stable Distributions: Some Computational Aspects
(Articles)
Jorge A. Achcar
,
Sílvia R. C. Lopes
,
Josmar Mazucheli
,
Raquel R. Linhares
Open Journal of Statistics
Vol.3 No.4
,August 16, 2013
DOI:
10.4236/ojs.2013.34031
4,102
Downloads
6,265
Views
Citations
Comovement of Stock Markets—An Analysis by Nonlinear Cointegration*
(Articles)
Kazumi Asako
,
Zhentao Liu
Open Journal of Social Sciences
Vol.4 No.5
,May 16, 2016
DOI:
10.4236/jss.2016.45010
1,598
Downloads
2,478
Views
Citations
A Regime Switching Model for the Term Structure of Credit Risk Spreads
(Articles)
Seungmook Choi
,
Michael D. Marcozzi
Journal of Mathematical Finance
Vol.5 No.1
,February 13, 2015
DOI:
10.4236/jmf.2015.51005
3,229
Downloads
4,689
Views
Citations
The Present Value Model Revisited: An Application to the Italian Price-Rent Ratio
(Articles)
Jan R. Kim
,
Gieyoung Lim
Modern Economy
Vol.6 No.6
,June 26, 2015
DOI:
10.4236/me.2015.66069
3,568
Downloads
4,563
Views
Citations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility
(Articles)
René Ferland
,
François Watier
Applied Mathematics
Vol.13 No.7
,July 19, 2022
DOI:
10.4236/am.2022.137038
86
Downloads
447
Views
Citations
Dependence Structure of the US Dollar Index and Crude Oil Prices: A Regime-Switching Copula Approach
(Articles)
Yuankui Wang
,
Xiaoquan Ding
Journal of Mathematical Finance
Vol.14 No.2
,May 15, 2024
DOI:
10.4236/jmf.2024.142009
11
Downloads
59
Views
Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data
(Articles)
Verónica De Jesús Romo
,
Eliane R. Rodrigues
,
Guadalupe Tzintzun
Applied Mathematics
Vol.3 No.12A
,December 31, 2012
DOI:
10.4236/am.2012.312A299
5,282
Downloads
8,328
Views
Citations
This article belongs to the Special Issue on
Probability and Its Applications
Robust Linear Regression Models: Use of a Stable Distribution for the Response Data
(Articles)
Jorge A. Achcar
,
Angela Achcar
,
Edson Zangiacomi Martinez
Open Journal of Statistics
Vol.3 No.6
,December 31, 2013
DOI:
10.4236/ojs.2013.36048
5,132
Downloads
7,458
Views
Citations
Inverse Bayesian Estimation of Gravitational Mass Density in Galaxies from Missing Kinematic Data
(Articles)
Dalia Chakrabarty
,
Prasenjit Saha
American Journal of Computational Mathematics
Vol.4 No.1
,January 22, 2014
DOI:
10.4236/ajcm.2014.41002
3,880
Downloads
5,746
Views
Citations
This article belongs to the Special Issue on
Advances in the Inverse Problems
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models
(Articles)
Asma Graja Elabed
,
Afif Masmoudi
Journal of Mathematical Finance
Vol.4 No.2
,February 19, 2014
DOI:
10.4236/jmf.2014.42009
4,943
Downloads
7,584
Views
Citations
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