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 4,889 Downloads 9,476 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 7,494 Downloads 12,342 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 4,950 Downloads 7,279 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 10,271 Downloads 23,772 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 4,223 Downloads 6,351 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 2,239 Downloads 5,914 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 3,424 Downloads 5,362 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 3,798 Downloads 5,067 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 196 Downloads 844 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 191 Downloads 1,419 Views Citations
European Call and Put Option Pricing in a Three-State Regime-Switching Economy (Articles)

James Evans, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.15 No.4, November 27, 2025

DOI: 10.4236/jmf.2025.154034 121 Downloads 601 Views Citations
Dynamic Correlation between Implied Volatility Spreads and Movement of CSI 300 ETF: Regime Identification (Articles)

Han Yang, Yintao Hu, Zhijing Wang, Naixue Xiong, Rui Liang, Jerome Yen

Open Journal of Social Sciences Vol.14 No.3, March 31, 2026

DOI: 10.4236/jss.2026.143037 57 Downloads 410 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 4,644 Downloads 8,431 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 5,847 Downloads 10,395 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 4,089 Downloads 6,663 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 3,206 Downloads 4,394 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 1,592 Downloads 3,516 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 1,095 Downloads 2,620 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 864 Downloads 2,079 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 24 Downloads 199 Views Citations

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