Regime Switching - Articles - Scientific Research Publishing

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 4,663 Downloads 8,974 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 7,280 Downloads 11,553 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 4,770 Downloads 6,731 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 9,672 Downloads 22,461 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 4,048 Downloads 5,805 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 2,010 Downloads 4,847 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 3,299 Downloads 4,844 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 3,634 Downloads 4,611 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 124 Downloads 551 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 87 Downloads 455 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 4,418 Downloads 7,901 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 5,675 Downloads 9,874 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 3,960 Downloads 6,253 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 3,083 Downloads 3,965 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 1,429 Downloads 2,739 Views Citations
This article belongs to the Special Issue on Econometrics
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 933 Downloads 2,042 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 756 Downloads 1,664 Views Citations
Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model (Articles)

Jaya Prakasah Narayan Bishwal

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13008 5,485 Downloads 10,157 Views Citations
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13011 4,427 Downloads 8,482 Views Citations
Some Switching Invariant Prime Graphs (Articles)

S. K. Vaidya, U. M. Prajapati

Open Journal of Discrete Mathematics Vol.2 No.1，January 20, 2012

DOI: 10.4236/ojdm.2012.21004 5,665 Downloads 10,666 Views Citations

<12 3 ...>

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies