//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
person:"Constant, Amelie"
~person:"Bekiros, Stelios"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~person:"Omori, Yasuhiro"
~subject:"Markov-Kette"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Estimation
176
Schätzung
176
Forecasting model
66
Prognoseverfahren
66
Volatility
61
Volatilität
61
Capital income
59
Kapitaleinkommen
59
Börsenkurs
55
Share price
55
USA
47
United States
47
Aktienmarkt
41
Stock market
41
Risiko
35
Risk
35
Welt
34
World
34
Time series analysis
30
Zeitreihenanalyse
30
Theorie
27
Theory
27
ARCH model
21
ARCH-Modell
21
VAR model
21
VAR-Modell
21
Immobilienpreis
18
Markov chain
18
Real estate price
18
Schock
17
Shock
17
Inflation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Causality analysis
15
Geldpolitik
15
Kausalanalyse
15
Monetary policy
15
Regression analysis
15
more ...
less ...
Online availability
All
Undetermined
Free
16
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
18
Author
All
Constant, Amelie
Bekiros, Stelios
Blazsek, Szabolcs
Gupta, Rangan
Omori, Yasuhiro
Serletis, Apostolos
8
Xu, Libo
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
5
Guérin, Pierre
5
Balcilar, Mehmet
4
Billio, Monica
4
Chang, Kuang-Liang
4
Chauvet, Marcelle
4
Goutte, Stéphane
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Marcellino, Massimiliano
4
Apergēs, Nikolaos
3
Chevallier, Julien
3
Foroni, Claudia
3
Gerlach, Richard
3
Gil-Alaña, Luis A.
3
Guidolin, Massimo
3
Hou, Chenghan
3
Ji, Qiang
3
Lee, Chien-chiang
3
Leiva-Leon, Danilo
3
Lesage, James P.
3
Li, Leon
3
Lin, Shih-kuei
3
Nicolau, João
3
Pedio, Manuela
3
Sehgal, Sanjay
3
Shi, Yanlin
3
Soques, Daniel
3
Sornette, Didier
3
Wang, Chao
3
Zhang, Dayong
3
Ahmad, Wasim
2
Avdoulas, Christos
2
more ...
less ...
Published in...
All
Applied economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Emerging markets review
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
4
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
5
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
6
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
9
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->