//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov-Kette"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
Forecasting model
Markov-Kette
Markov chain
28
Estimation
13
Schätzung
13
Theorie
12
Theory
12
Volatility
11
Volatilität
11
Capital income
7
Kapitaleinkommen
7
ARCH-Modell
6
Aktienmarkt
6
Stock market
6
Time series analysis
6
Zeitreihenanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Share price
5
Stochastic process
5
Stochastischer Prozess
5
Financial crisis
4
Finanzkrise
4
Ansteckungseffekt
3
Business cycle
3
Contagion effect
3
Financial market
3
Finanzmarkt
3
Geldpolitik
3
Konjunktur
3
Markov switching
3
Monetary policy
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Regime switching
3
Schock
3
Shock
3
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
28
Language
All
English
28
Author
All
Abdallah, Oussama
1
Bai, Manying
1
Balcombe, Kelvin G.
1
Bao Hoang Nguyen
1
Bejaoui, Azza
1
BenSaïda, Ahmed
1
Boroumand, Raphaël Homayoun
1
Bucci, Alberto
1
Bucci, Andrea
1
Carbonari, Lorenzo
1
Castro, Francisco de
1
Changqing, Luo
1
Chen, Shyh-Wei
1
Chen, Xinyun
1
Chi, Xie
1
Ching, Wai Ki
1
Choi, Jinho
1
Ciciretti, Vito
1
Cong, Yu
1
Dua, Pami
1
Feng, Lingbing
1
Fraser, Iain M.
1
Gao, Shen
1
Gil, Pedro Mazeda
1
Giner, Javier
1
Goutte, Stéphane
1
Han, Yingwei
1
Hou, Chenghan
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Hur, Joonyoung
1
Iiboshi, Hirokuni
1
Jeong, Minsoo
1
Karaa, Adel
1
Klingelhöfer, Jan
1
Ko, Jun-Hyung
1
Levant, Jared
1
Li, Zhicheng
1
Lien, Da-hsiang Donald
1
more ...
less ...
Published in...
All
Economic modelling
European journal of operational research : EJOR
139
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Operations research letters
52
Mathematics of operations research
51
Operations research
45
Journal of econometrics
41
Energy economics
40
International journal of production research
40
Quantitative finance
38
Risks : open access journal
36
Computational economics
35
Applied economics
33
Journal of economic dynamics & control
33
Economics letters
31
Finance research letters
31
Computers & operations research : and their applications to problems of world concern ; an international journal
30
Dynamic games and applications : DGA
29
Insurance / Mathematics & economics
29
International journal of forecasting
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
International review of financial analysis
23
Applied economics letters
21
International review of economics & finance : IREF
20
Mathematical methods of operations research : ZOR
20
Operational research : an international journal
20
Opsearch : journal of the Operational Research Society of India
20
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of risk and financial management : JRFM
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International journal of theoretical and applied finance
18
Journal of forecasting
18
Journal of empirical finance
16
Research in international business and finance
16
Journal of the Operational Research Society
15
Econometric reviews
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
IMA journal of management mathematics
14
Macroeconomic dynamics
14
Production and operations management : the flagship research journal of the Production and Operations Management Society
14
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov equilibrium of social security : an analytic solution under CRRA utility and the future of social security
Lopez-Velasco, Armando R.
- In:
Economic modelling
132
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014547962
Saved in:
2
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
No such thing as the perfect match : Bayesian Model Averaging for treatment evaluation
Lucchetti, Riccardo
;
Pedini, Luca
;
Pigini, Claudia
- In:
Economic modelling
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367496
Saved in:
6
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
7
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
8
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
9
Economic growth and innovation complexity : an empirical estimation of a Hidden Markov Model
Bucci, Alberto
;
Carbonari, Lorenzo
;
Gil, Pedro Mazeda
; …
- In:
Economic modelling
98
(
2021
),
pp. 86-99
Persistent link: https://www.econbiz.de/10012793637
Saved in:
10
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->