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Wiley电子期刊(7)	SpringerLink电子期刊(153)	Elsevier电子期刊(435)
Springer电子图书(4)	ProQuest学位论文(57)

在“Elsevier电子期刊”中，命中：435条，耗时：0.0309497 秒

在所有数据库中总计命中：656条

1.The interdependent relationship between sectoral productivity and disaggregated energy consumption in Malaysia: Markov Switching approach

作者：M.S. Rahman^a ; ^{masaifur@yahoo.com" class="auth_mail" title="E-mail the corresponding author} ; Farihana Shahari^b ; Mahfuzur Rahman^c ; Abu Hanifa Md Noman^d

关键词：Manufacturing and industrial productivity ; Disaggregated energy consumption ; Markov Switching technique ; Malaysian economy

刊名：Renewable and Sustainable Energy Reviews

出版年：2017

2.A new approach to model regime switching

作者：Yoosoon Chang^a ; Yongok Choi^b ; Joon Y. Park^a ; ^c ; ^{joon@indiana.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：C13 ; C32

刊名：Journal of Econometrics

出版年：2017

3.Cliquet-style return guarantees in a regime switching Lévy model

作者：Peter Hieber ^{peter.hieber@uni-ulm.de}

关键词：G13 ; G22

刊名：Insurance: Mathematics and Economics

出版年：2017

4.Stochastic modeling for vehicle platoons (I): Dynamic grouping behavior and online platoon recognition

作者：Baibing Li ^{b.li2@lboro.ac.uk}

关键词：Dynamic grouping behavior ; Markov regime switching process ; State space model ; Vehicle platoon ; Vehicle speed ; Vehicle time headway

刊名：Transportation Research Part B: Methodological

出版年：2017

5.Do cay and cay^MS predict stock and housing returns? Evidence from a nonparametric causality test

作者：Mehmet Balcilar^a ; ^b ; ^{mehmet@mbalcilar.net} ; Rangan Gupta^b ; ^{Rangan.Gupta@up.ac.za} ; Ricardo M. Sousa^c ; ^d ; ^{rjsousa@eeg.uminho.pt} ; Mark E. Wohar^e ; ^f ; ^{mwohar@mail.unomaha.edu}

关键词：C22 ; C32 ; C53 ; Q41

刊名：International Review of Economics & Finance

出版年：2017

6.Markov regime-switching quantile regression models and financial contagion detection

作者：Wuyi Ye^a ; Yangguang Zhu^a ; ^{yanggzhu@mail.ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Yuehua Wu^b ; Baiqi Miao^a

关键词：Risk analysis ; Financial contagion ; Markov regime-switching ; Quantile regression ; Laplace distribution

刊名：Insurance: Mathematics and Economics

出版年：2016

7.Do Spanish fiscal regimes follow the euro-area trends? Evidence from Markov-Switching fiscal rules

作者：Alejandro Ricci-Risquete^a ; ^{alericci@unex.es" class="auth_mail" title="E-mail the corresponding author} ; Juliá ; n Ramajo^a ; ^{ramajo@unex.es" class="auth_mail" title="E-mail the corresponding author} ; Francisco de Castro^b ; ^{francisco.de-castro@ec.europa.eu" class="auth_mail" title="E-mail the corresponding author}

关键词：Fiscal regimes ; Fiscal rules ; Markov-Switching ; Spain ; Euro area

刊名：Economic Modelling

出版年：2016

8.Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

作者：Jen-Wei Yang^a ; ^{dor1214@hotmail.com" class="auth_mail" title="E-mail the corresponding author} ; Shu-Yu Tsai^b ; ^{w0936846201@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; So-De Shyu^c ; ^{dshyu@takming.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Chia-Chien Chang^d ; ^{cchiac@kuas.edu.tw" class="auth_mail" title="E-mail the corresponding author}

关键词：Pairs trading ; Mean reversion ; Markov regime-switching ; Portfolio ; S&P 500 stock components

刊名：International Review of Economics & Finance

出版年：2016

9.Regime switching model for financial data: Empirical risk analysis

作者：Khaled Salhi^a ; ^b ; ^c ; ^d ; ^{Khaled.Salhi@inria.fr" class="auth_mail" title="E-mail the corresponding author} ; Madalina Deaconu^a ; ^b ; ^c ; ^{Madalina.Deaconu@inria.fr" class="auth_mail" title="E-mail the corresponding author} ; Antoine Lejay^a ; ^b ; ^c ; ^{Antoine.Lejay@inria.fr" class="auth_mail" title="E-mail the corresponding author} ; Nicolas Champagnat^a ; ^b ; ^c ; ^{Nicolas.Champagnat@inria.fr" class="auth_mail" title="E-mail the corresponding author} ; Nicolas Navet^e ; ^{nicolas.navet@uni.lu" class="auth_mail" title="E-mail the corresponding author}

关键词：Value-at-Risk ; Power tail distribution ; Hidden Markov Model ; Regime switching

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

10.Constrained investment-reinsurance optimization with regime switching under variance premium principle

作者：Lv Chen^a ; ^{chenlvhero@sina.com} ; Linyi Qian^a ; ^{lyqian@stat.ecnu.edu.cn} ; Yang Shen^b ; ^{skyshen87@gmail.com} ; Wei Wang^c ; ^{wswang2008@163.com}

关键词：Investment ; Reinsurance ; Regime switching ; Variance premium principle ; Hamilton&ndash ; Jacobi&ndash ; Bellman equation

刊名：Insurance: Mathematics and Economics

出版年：2016

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