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Publications by Frank Ofori-Acheampong

A Markov Regime-Switching Model With Time-Varying Transition Probabilities for Identifying Asset Price Bubbles

International Journal of Economics and Finance
2018English

Related publications

Time-Varying Transition Probabilities for Markov Regime Switching Models

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2016English

Asset Allocation With Regime-Switching: Discrete-Time Case

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
2004English

Colombian Economic Growth Under Markov Switching Regimes With Endogenous Transition Probabilities

2006English

A Markov Switching Regime Model of Malaysia Property Cycle

American Journal of Applied Sciences
Multidisciplinary
2011English

The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts

SSRN Electronic Journal
2015English

Testing for Asset Price Bubbles: Three New Approaches

Quantitative Finance Letters
2016English

A Method for Identifying Non-Gaussian Parametric Model With Time-Varying Coefficients

English

Asset Allocation Under Multivariate Regime Switching

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2007English

From Asset Price Bubbles to Liquidity Traps

2016English

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