Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
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
3,995
Downloads
5,633
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
3,025
Downloads
3,782
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
9,489
Downloads
22,078
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
4,357
Downloads
7,747
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
1,368
Downloads
2,496
Views
Citations
This article belongs to the Special Issue on
Econometrics
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
4,563
Downloads
8,762
Views
Citations
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
7,153
Downloads
11,110
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
4,711
Downloads
6,518
Views
Citations
Reduction of Cogging Torque in Permanent Magnet Flux-Switching Machines
(Articles)
Yu Wang
,
Jianxin Shen
,
Zongxi Fang
,
Weizhong Fei
Journal of Electromagnetic Analysis and Applications
Vol.1 No.1
,March 12, 2009
DOI:
10.4236/jemaa.2009.11003
9,852
Downloads
18,614
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
1,892
Downloads
4,336
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
3,234
Downloads
4,664
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
3,569
Downloads
4,419
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
90
Downloads
419
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
18
Downloads
91
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
4,956
Downloads
8,693
Views
Citations
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
791
Downloads
1,465
Views
Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models
(Articles)
Alessandro Ramponi
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31009
5,631
Downloads
9,700
Views
Citations
Dynamics of Entrepreneurship under Regime Switching
(Articles)
Sha Sun
,
Jinqiang Yang
,
Minghui Li
Journal of Mathematical Finance
Vol.3 No.3
,August 15, 2013
DOI:
10.4236/jmf.2013.33038
3,880
Downloads
6,071
Views
Citations
Regime-Switching Model on Hourly Electricity Spot Price Dynamics
(Articles)
Samuel Asante Gyamerah
,
Philip Ngare
Journal of Mathematical Finance
Vol.8 No.1
,February 7, 2018
DOI:
10.4236/jmf.2018.81008
877
Downloads
1,827
Views
Citations
Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State
(Articles)
Yang Wang
,
Yonghong Wu
,
Xinguang Zhang
Journal of Mathematical Finance
Vol.9 No.2
,May 10, 2019
DOI:
10.4236/jmf.2019.92008
710
Downloads
1,500
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top