Markov Switching Model - Articles - Scientific Research Publishing

Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3, March 20, 2018

DOI: 10.4236/me.2018.93028 948 Downloads 2,083 Views Citations
Optimal Generator Portfolio in Day-Ahead Market under Uncertain Carbon Tax Policy (Articles)

Shengyuan Chen, Ming Zhao

American Journal of Operations Research Vol.1 No.4, December 5, 2011

DOI: 10.4236/ajor.2011.14031 4,637 Downloads 8,404 Views Citations
An Analysis of the Jonsei and Purchase Prices in the Korean Housing Market (Articles)

Gieyoung Lim

Modern Economy Vol.6 No.1, January 14, 2015

DOI: 10.4236/me.2015.61007 3,201 Downloads 4,367 Views Citations
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets (Articles)

Heni Boubaker, Nadia Sghaier

Open Journal of Statistics Vol.6 No.4, July 29, 2016

DOI: 10.4236/ojs.2016.64048 3,031 Downloads 5,957 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 10,260 Downloads 23,743 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 4,216 Downloads 6,324 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,208 Downloads 9,494 Views Citations
Tellurium Crystallisation in GeTeSb System (Articles)

Maamar Belhadji, Hassan Khoussa, Yahia Zanoun, Mohamed Belbachir, Noureddine Hakiki

Journal of Crystallization Process and Technology Vol.1 No.3, October 13, 2011

DOI: 10.4236/jcpt.2011.13010 4,765 Downloads 9,964 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 2,227 Downloads 5,847 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8, August 4, 2017

DOI: 10.4236/me.2017.88070 1,580 Downloads 3,478 Views Citations
This article belongs to the Special Issue on Econometrics
The Stationary Distributions of a Class of Markov Chains (Articles)

Chris Cannings

Applied Mathematics Vol.4 No.5, May 13, 2013

DOI: 10.4236/am.2013.45105 4,062 Downloads 6,994 Views Citations
Modeling the Customer Satisfaction Influence on the Long Term Sales: Example with Leading OTC Analgesics INN on National Market (Articles)

Guenka Petrova, Nikolay Mateev, Dimitar Barumov, Lily Peikova, Maria Dimitrova, Manoela Manova

Modern Economy Vol.4 No.9, September 5, 2013

DOI: 10.4236/me.2013.49060 4,235 Downloads 6,963 Views Citations
Application of Exponential Distribution in Modeling of State Holding Time in HIV/AIDS Transition Dynamics (Articles)

Nahashon Mwirigi

Open Journal of Modelling and Simulation Vol.12 No.4, October 25, 2024

DOI: 10.4236/ojmsi.2024.124010 86 Downloads 486 Views Citations
Optimal Investment under Dual Risk Model and Markov Modulated Financial Market (Articles)

Lin Xu, Liming Zhang, Dongjin Zhu

Journal of Mathematical Finance Vol.5 No.2, May 12, 2015

DOI: 10.4236/jmf.2015.52015 3,602 Downloads 4,794 Views Citations
Stochastic Model for the Spread of the COVID-19 Virus (Articles)

Majdi Elhiwi

Applied Mathematics Vol.12 No.1, January 29, 2021

DOI: 10.4236/am.2021.121003 1,104 Downloads 3,639 Views Citations
Modeling and Analysis of Submerged Arc Weld Power Supply Based on Double Closed-Loop Control (Articles)

Baoshan Shi, Kuanfang He, Xuejun Li, Dongmin Xiao

Journal of Software Engineering and Applications Vol.3 No.7, July 23, 2010

DOI: 10.4236/jsea.2010.37083 5,361 Downloads 10,365 Views Citations
DC System Modeling and AC/DC System Harmonic Calculation under Asymmetric Faults (Articles)

Haifeng Li, Junlei Liu, Fengjiao Wang, Gang Wang

Energy and Power Engineering Vol.5 No.4B, November 15, 2013

DOI: 10.4236/epe.2013.54B228 4,961 Downloads 6,537 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 193 Downloads 821 Views Citations
Segmentation of MS lesions using entropy-based EM algorithm and Markov random fields (Articles)

Ahmad Bijar, Mahdi Mohamad Khanloo, Antonio Peñalver Benavent, Rasoul Khayati

Journal of Biomedical Science and Engineering Vol.4 No.8, August 22, 2011

DOI: 10.4236/jbise.2011.48071 4,547 Downloads 8,847 Views Citations
Prediction of Landscape Pattern of Soft Sandstone Area (SSA) after Seabuckthorn Planting (Articles)

Jianzhong Hu

American Journal of Plant Sciences Vol.3 No.1, December 31, 2011

DOI: 10.4236/ajps.2012.31020 4,661 Downloads 7,725 Views Citations

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