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Author
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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
7,318
Downloads
11,714
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
6,152
Downloads
8,710
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
4,489
Downloads
5,366
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
4,696
Downloads
9,049
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
4,784
Downloads
6,804
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
2,212
Downloads
3,949
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
839
Downloads
1,736
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
9,781
Downloads
22,766
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
4,071
Downloads
5,891
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
2,052
Downloads
5,003
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
4,217
Downloads
6,376
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
3,321
Downloads
4,932
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
3,665
Downloads
4,690
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
138
Downloads
601
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
105
Downloads
572
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
1,665
Downloads
2,666
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
5,386
Downloads
8,394
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
5,249
Downloads
7,617
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
3,952
Downloads
5,894
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
5,048
Downloads
7,762
Views
Citations
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