//--> //--> //--> //-->
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"
~accessRights:"free"
~isPartOf:"Applied economics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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:"Markov chain"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
33
Markov-Kette
33
Estimation
20
Schätzung
20
Volatility
14
Volatilität
14
Theorie
10
Theory
10
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Time series analysis
8
Zeitreihenanalyse
8
VAR model
7
VAR-Modell
7
China
5
Forecasting model
5
Prognoseverfahren
5
Business cycle
4
Börsenkurs
4
Konjunktur
4
Schock
4
Share price
4
Shock
4
Stock market
4
Welt
4
World
4
Coronavirus
3
Financial market
3
Finanzmarkt
3
Geldpolitik
3
Geldpolitische Transmission
3
Impact assessment
3
Markov switching
3
Monetary policy
3
Monetary transmission
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
12
Language
All
English
12
Author
All
Aloui, Chaker
1
Blazsek, Szabolcs
1
Cheng, Jen-chi
1
Chevallier, Julien
1
Chu, Guoqing
1
Cremaschini, Alessandro
1
Ding, Jin
1
Fonseca, José da
1
Goutte, Stéphane
1
Ho, Han-Chiang
1
Jammazi, Rania
1
Liu, Su-Ping
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Ren, Ying-hua
1
Rewat Khanthaporn
1
Roca, Eduardo
1
Rotta, Pedro Nielsen
1
Shahbaz, Muhammand
1
Shahzad, Syed Jawad Hussain
1
Su, Xianfang
1
Vijverberg, Chu-ping C.
1
Vikkram Singh
1
Wang, Donghua
1
Wang, Peiming
1
Wichitaksorn, Nuttanan
1
Wirjanto, Tony S.
1
Xu, Dinghai
1
Yang, Ke
1
You, Wan-hai
1
Zhang, Yaojie
1
Zhu, Huiming
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Energy economics
19
International journal of forecasting
19
Economic modelling
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Finance research letters
13
Economics letters
10
European journal of operational research : EJOR
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of risk and financial management : JRFM
9
Quantitative finance
9
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of empirical finance
8
Journal of forecasting
8
Research in international business and finance
8
Computational economics
7
Econometrics : open access journal
7
International review of economics & finance : IREF
7
Applied economics letters
6
International Journal of Financial Studies : open access journal
6
Risks : open access journal
6
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Insurance / Mathematics & economics
4
International journal of economics and finance
4
International journal of emerging markets
4
Journal of applied econometrics
4
Journal of banking & finance
4
Review of quantitative finance and accounting
4
The journal of futures markets
4
Economic research
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Global finance journal
3
International journal of finance & economics : IJFE
3
International journal of production research
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
6
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
7
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:
8
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
9
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
10
Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->