//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavicchioli, Maddalena"
~person:"Di Sanzo, Silvestro"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Higher order moments"
~subject:"Markov chain Monte Carlo"
~type_genre:"Aufsatz in Zeitschrift"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
Higher order moments
Markov chain Monte Carlo
Markov chain
3
Markov switching
3
Markov-Kette
3
ARCH-Modell
2
Business cycle
2
Estimation
2
Konjunktur
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Crude oil volatility
1
Forecasting model
1
GARCH
1
GARCH modelling
1
Geometric ergodicity
1
Impulse response function
1
Kurtosis measures
1
Long memory
1
Oil price
1
Prognoseverfahren
1
Schätztheorie
1
State-space representation
1
Stationarity
1
Testing for normality
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
Vector autoregression
1
Volatility forecast
1
Volatility indices
1
Welt
1
World
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
3
Language
All
English
3
Author
All
Cavicchioli, Maddalena
Di Sanzo, Silvestro
Dimitrakopoulos, Stefanos
4
Bauwens, Luc
2
Casarin, Roberto
2
Ma, Feng
2
Osuntuyi, Anthony
2
Yamauchi, Yuta
2
Zhang, Xibin
2
Abdallah, Oussama
1
Abowd, John M.
1
Alizadeh-Masoodian, Amir H.
1
Andrikopoulos, Athanasios
1
Assaf, A. Georges
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Baum, Christopher F.
1
BenSaïda, Ahmed
1
Billio, Monica
1
Bouri, Elie
1
Cao, Yang
1
Changqing, Luo
1
Chen, Haotian
1
Chen, Liyuan
1
Chen, Wilson Ye
1
Cheng, Tingting
1
Chevallier, Julien
1
Chi, Xie
1
Cong, Yu
1
Costantini, Mauro
1
DeSarbo, Wayne
1
Dey, Dipak
1
Dua, Pami
1
Dufays, Arnaud
1
Feng, Lingbing
1
Galeano, Pedro
1
Gao, Jiti
1
Gerlach, Richard H.
1
more ...
less ...
Published in...
All
Economic modelling
Economics letters
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
2
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
3
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->