//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Estimation theory"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
Markov chain
48
Markov-Kette
48
Estimation
22
Schätzung
22
Volatility
19
Volatilität
19
Theorie
18
Theory
18
ARCH-Modell
12
Capital income
11
Kapitaleinkommen
11
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
10
Share price
10
Aktienmarkt
7
Oil price
7
Stochastic process
7
Stochastischer Prozess
7
Stock market
7
Welt
7
World
7
Ölpreis
7
Business cycle
6
Forecasting model
6
Konjunktur
6
Markov switching
6
Prognoseverfahren
6
Bayes-Statistik
5
Bayesian inference
5
China
5
Commodity derivative
5
Portfolio selection
5
Portfolio-Management
5
Rohstoffderivat
5
VAR model
5
VAR-Modell
5
Financial crisis
4
Financial market
4
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
12
Language
All
English
12
Author
All
Chang, Kuang-Liang
2
Shi, Yanlin
2
Abdallah, Oussama
1
Alemany, Nuria
1
Aragó, Vicent
1
Balcilar, Mehmet
1
BenSaïda, Ahmed
1
Changqing, Luo
1
Chi, Xie
1
Cong, Yu
1
Dua, Pami
1
Feng, Lingbing
1
Gungor, Hasan
1
Hammoudeh, Shawkat
1
Ho, Kin-Yip
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Lee, Chingnun
1
Li, Tao
1
Lin, Shih-kuei
1
Litimi, Houda
1
Liu, Wai-man
1
Qian, Lihua
1
Racicot, François-Éric
1
Salvador, Enrique
1
Théoret, Raymond
1
Tuteja, Divya
1
Yan, Xu
1
Zeng, Qing
1
more ...
less ...
Published in...
All
Economic modelling
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of econometrics
16
Energy economics
15
Applied economics
9
International journal of forecasting
9
Economics letters
8
Finance research letters
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The North American journal of economics and finance : a journal of financial economics studies
8
Computational economics
7
Journal of forecasting
7
Econometric reviews
6
Quantitative finance
6
International Journal of Financial Studies : open access journal
5
Applied economics letters
4
Econometrics : open access journal
4
European journal of operational research : EJOR
4
Journal of empirical finance
4
Research in international business and finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Journal of time series econometrics
3
The journal of futures markets
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Bulletin of economic research
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
INFORMS journal on computing : JOC
2
Insurance / Mathematics & economics
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of emerging markets
2
International journal of finance & economics : IJFE
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of financial econometrics
2
Journal of international money and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
2
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
3
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
5
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
6
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
7
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
8
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Shi, Yanlin
;
Feng, Lingbing
- In:
Economic modelling
53
(
2016
),
pp. 278-288
Persistent link: https://www.econbiz.de/10011641034
Saved in:
9
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
10
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->