//--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Markov chain
39
Markov-Kette
39
Theorie
23
Theory
23
Estimation
19
Schätzung
19
Bayesian inference
15
Bayes-Statistik
14
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Volatility
11
Volatilität
11
Time series analysis
10
Zeitreihenanalyse
10
Markov chain Monte Carlo
8
Business cycle
7
Forecasting model
7
Konjunktur
7
Markov switching
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
ARCH-Modell
6
Estimation theory
6
Markov-switching
6
Schätztheorie
6
Forecasting
4
VAR model
4
VAR-Modell
4
Capital income
3
Correlation
3
Economic growth
3
Exchange rate
3
Frühindikator
3
Kapitaleinkommen
3
Korrelation
3
Leading indicator
3
Modellierung
3
Multivariate Analyse
3
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
7
Language
All
English
7
Author
All
Bauwens, Luc
2
Augustyniak, Maciej
1
Casarin, Roberto
1
Cavicchioli, Maddalena
1
Chen, Sheng-tung
1
Chen, Wilson Ye
1
Costantini, Mauro
1
Dufays, Arnaud
1
Gerlach, Richard H.
1
Huang, Mao-Lung
1
Liao, Shu-Yi
1
Osuntuyi, Anthony
1
Otranto, Edoardo
1
Valcarcel, Victor J.
1
Çekin, Semih Emre
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
15
Applied economics
12
Finance research letters
11
International journal of forecasting
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
International review of economics & finance : IREF
7
International review of financial analysis
7
Quantitative finance
7
International Journal of Financial Studies : open access journal
6
Journal of econometrics
6
Journal of empirical finance
6
Research in international business and finance
5
Applied economics letters
4
Economics letters
4
International journal of emerging markets
4
Journal of forecasting
4
Review of quantitative finance and accounting
4
Econometrics : open access journal
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
The journal of futures markets
3
Bulletin of economic research
2
Comparative economic research : Central and Eastern Europe
2
Computational economics
2
DLSU business & economics review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Global finance journal
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of emerging market finance
2
Journal of international money and finance
2
Journal of time series econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
4
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
5
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
6
Will the oil price change damage the stock market in a bull market? : a re-examination of their conditional relationships
Liao, Shu-Yi
;
Chen, Sheng-tung
;
Huang, Mao-Lung
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1135-1169
Persistent link: https://www.econbiz.de/10011481444
Saved in:
7
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->