//--> //--> //--> //-->
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:"Volatilität"
~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
Volatilität
Markov chain
28
Markov-Kette
28
Estimation
13
Schätzung
13
Theorie
12
Theory
12
Volatility
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
Forecasting model
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
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
12
Language
All
English
12
Author
All
Abdallah, Oussama
1
Bao Hoang Nguyen
1
Bejaoui, Azza
1
BenSaïda, Ahmed
1
Bucci, Andrea
1
Changqing, Luo
1
Chen, Xinyun
1
Chi, Xie
1
Ciciretti, Vito
1
Cong, Yu
1
Dua, Pami
1
Feng, Lingbing
1
Gao, Shen
1
Hou, Chenghan
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Karaa, Adel
1
Li, Zhicheng
1
Lien, Da-hsiang Donald
1
Lin, Shih-kuei
1
Litimi, Houda
1
Lou, Zhusheng
1
Racicot, François-Éric
1
Shi, Yanlin
1
Théoret, Raymond
1
Tuteja, Divya
1
Wang, Nianling
1
Xing, Haipeng
1
Yan, Xu
1
Yu, Xiaojian
1
Zhang, Jiewen
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of econometrics
22
Applied economics
17
Finance research letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
Economics letters
12
International journal of forecasting
12
Econometric reviews
10
Journal of forecasting
10
Journal of economic dynamics & control
9
International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of empirical finance
8
Applied economics letters
6
Econometrics : open access journal
6
European journal of operational research : EJOR
6
Journal of banking & finance
6
Journal of risk and financial management : JRFM
6
The European journal of finance
6
The journal of futures markets
6
Insurance / Mathematics & economics
5
International Journal of Financial Studies : open access journal
5
International journal of finance & economics : IJFE
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Research in international business and finance
5
Review of quantitative finance and accounting
5
Annals of finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Macroeconomic dynamics
4
Risks : open access journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied mathematical finance
3
Cogent economics & finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
6
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:
7
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:
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...
//-->