Keywords: مدل سوئیچ مارکوف; Autoregressive model; Coherence; Markov-switching model; Partial directed coherence; Spectral representation; State-space;
مقالات ISI مدل سوئیچ مارکوف (ترجمه نشده)
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Keywords: مدل سوئیچ مارکوف; Business cycle; Corporate bond spreads; Government bond yields; Markov-switching model; E32; E43; E44; G12;
Keywords: مدل سوئیچ مارکوف; G10; C53; Bear markets; Stock returns; Markov-switching model;
Keywords: مدل سوئیچ مارکوف; C22; I31; P22; P23; Q11; Q18; Export restrictions; Gross margin; Markov-switching model; Price transmission; Serbia; Supply chain;
Keywords: مدل سوئیچ مارکوف; G10; G11; R31; Wealth effect; Investor sentiment; Optimistic sentiment; Capital switching; Markov-switching model;
Keywords: مدل سوئیچ مارکوف; Exchange rates; High-frequency data; Informed trading; Markov-switching model;
Keywords: مدل سوئیچ مارکوف; C12; C14; C24; Empirical process; Markov-switching model; Power analysis; Regenerative cycle;
Keywords: مدل سوئیچ مارکوف; Currency forecast errors; Uncovered interest parity; Forward premium puzzle; Carry trade; Markov-switching model; STAR modelF3
Keywords: مدل سوئیچ مارکوف; Oil futures price; Markov-switching model; Time-varying Granger-causality; G14; G13; E44; C32;
Keywords: مدل سوئیچ مارکوف; F31; C11; C22; Exchange rates; Markov-switching model; Bayesian methods;
Keywords: مدل سوئیچ مارکوف; C32; E31; F31; G15; Bayesian econometrics; Cointegration; Exchange rates; Markov-switching model; Oil prices; Oil-importing and oil-exporting countries;
Keywords: مدل سوئیچ مارکوف; F31; G14Exchange rates; High frequency data; Intervention; Markov-switching model; Microstructure
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices
Keywords: مدل سوئیچ مارکوف; Gold; Hedge; Safe Haven; CAPM; Beta; Markov-switching model; Stock markets; UK; US; FTSE100; S&P500;
Non-explicit FOREX intervention: The role of the Central Reserve Bank in a dollarized economy and its effects on expectations from the “peso problem” perspective: The case of Peru
Keywords: مدل سوئیچ مارکوف; Dollarization; Central Bank's forex intervention; Markov-switching model; Peso problem
Marginal likelihood for Markov-switching and change-point GARCH models
Keywords: مدل سوئیچ مارکوف; C11; C15; C22; C58; Bayesian inference; Simulation; GARCH; Markov-switching model; Change-point model; Marginal likelihood; Particle MCMC;
The causal nexus between oil prices and equity market in the U.S.: A regime switching model
Keywords: مدل سوئیچ مارکوف; Oil price; Equity markets; Markov-switching model; Time-varying Granger causality; Q43; E44; C32;
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
Keywords: مدل سوئیچ مارکوف; G10; G12; Q40; Speculative bubbles; Oil price; Markov-switching model; State-space model; Bayesian econometrics;
On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina
Keywords: مدل سوئیچ مارکوف; C32; F34; F37; G01; Republic of Argentina; Markov-switching model; Regime shifts; Vector autoregressive; Political risk; Sovereign risk;
Determinants of the Taiwanese tourist hotel industry cycle
Keywords: مدل سوئیچ مارکوف; Taiwan; Tourist hotel; Markov-switching model; Industry cycle
Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns
Keywords: مدل سوئیچ مارکوف; E40; F30; G15Currency carry trade markets; Spillover effects; Market risk sentiment; Generalized VAR model; Markov-switching model
Hidden heterogeneity in manpower systems: A Markov-switching model approach
Keywords: مدل سوئیچ مارکوف; Manpower planning; Unobserved heterogeneity; Mover-stayer; Markov-switching model
Regime switches in exchange rate volatility and uncovered interest parity
Keywords: مدل سوئیچ مارکوف; G15; Uncovered interest rate parity; Forward discount puzzle; Carry trade; Markov-switching model; Bayesian Gibbs sampling;
The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
Keywords: مدل سوئیچ مارکوف; C13; C22; G01; G15; Stock markets; Volatility; Financial stress; Regime-switching; Markov-switching model;
A model of carbon price interactions with macroeconomic and energy dynamics
Keywords: مدل سوئیچ مارکوف; C32; E23; E32; Q43; Q54; Carbon price; Economic activity; Energy prices; Markov-switching model;
Impulse-response functions in Markov-switching structural vector autoregressions: A step further
Keywords: مدل سوئیچ مارکوف; C32; C52; C53; Structural VAR; Markov-switching model; Impulse-response function; State asymmetry; Regime-dependent IRF;
A self-tuning model for inflation rate dynamics
Keywords: مدل سوئیچ مارکوف; Markov-switching model; Inflation; EM algorithm; Consumer price index
Could the jump diffusion technique enhance the effectiveness of futures hedging models?: A reality test
Keywords: مدل سوئیچ مارکوف; C52; C53; G32Stock index futures; Hedge ratio; Markov-switching model; Volatility
The effect of industry consolidation and deposit insurance reform on the resiliency of the U.S. bank insurance fund
Keywords: مدل سوئیچ مارکوف; G 28; C15Deposit insurance; Bank insurance fund; Markov-switching model; Monte Carlo simulation
A regime switching approach to the Feldstein–Horioka puzzle: Evidence from some European countries
Keywords: مدل سوئیچ مارکوف; F41; C11; C32Capital mobility; Feldstein–Horioka puzzle; Markov-switching model; Gibbs sampling
Central bank intervention and exchange rate dynamics: A rationale for the regime-switching process of exchange rates
Keywords: مدل سوئیچ مارکوف; E58; F30; Central bank intervention; Exchange rate dynamics; Markov-switching model;
Optimal promotion planning—depth and frequency—for a two-stage supply chain under Markov switching demand
Keywords: مدل سوئیچ مارکوف; Marketing-operations interface; Promotion; Inventory decision; Markov-switching model; Supply chain management
Why use Markov-switching models in exchange rate prediction?
Keywords: مدل سوئیچ مارکوف; E58; F30; Dirty float; Markov-switching model; Intervention;
Regime-switching Pareto distributions for ACD models
Keywords: مدل سوئیچ مارکوف; Autoregressive conditional duration; Markov-switching model; Market microstructure; Pareto distribution
Revisiting the interest rate-exchange rate nexus: a Markov-switching approach
Keywords: مدل سوئیچ مارکوف; F30; F31; F41; G15; Exchange rates; Interest rates; Markov-switching model;
Can the identification puzzle of Taiwan's turning points after 1990 be solved?
Keywords: مدل سوئیچ مارکوف; C22; E32; Turning point; Markov-switching model; Volatility switch;
The index of agency cost and the financial accelerator: the case of Japan
Keywords: مدل سوئیچ مارکوف; C11; C15; E22; G14; Incomplete financial market; Investment; Bayesian inference; Kalman Filter; Markov-switching model;
Lags in the response of gasoline prices to changes in crude oil prices: The role of short-term and long-term shocks
Keywords: مدل سوئیچ مارکوف; L7; C3; Gasoline prices; Cost shocks; Markov-switching model;