//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Forecasting model
Markov chain
65
Markov-Kette
65
Volatility
37
Volatilität
37
Theorie
27
Theory
27
Estimation
26
Schätzung
26
ARCH-Modell
19
Bayesian inference
19
Bayes-Statistik
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Prognoseverfahren
17
Oil price
16
Time series analysis
16
Zeitreihenanalyse
16
Ölpreis
16
Stochastic process
13
Stochastischer Prozess
13
Welt
11
World
11
Markov chain Monte Carlo
10
Markov switching
9
Capital income
8
Commodity derivative
8
Kapitaleinkommen
8
Rohstoffderivat
8
Markov-switching
7
Börsenkurs
6
Estimation theory
6
Forecasting
6
Schätztheorie
6
Share price
6
VAR model
6
VAR-Modell
6
Business cycle
5
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
27
Language
All
English
27
Author
All
Bauwens, Luc
3
Casarin, Roberto
2
Dufays, Arnaud
2
Gupta, Rangan
2
Ji, Qiang
2
Luo, Jiawen
2
Ma, Feng
2
Osuntuyi, Anthony
2
Alizadeh-Masoodian, Amir H.
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Balcilar, Mehmet
1
Baum, Christopher F.
1
Billio, Monica
1
Boot, Tom
1
Bouri, Elie
1
Cao, Yang
1
Carpantier, Jean-François
1
Cavicchioli, Maddalena
1
Chen, Liyuan
1
Chen, Wilson Ye
1
Chevallier, Julien
1
Costantini, Mauro
1
Demirer, Rıza
1
Di Sanzo, Silvestro
1
Galeano, Pedro
1
Gerlach, Richard H.
1
Guérin, Pierre
1
Hernandez, Jose Arreola
1
Herrera, Rodrigo
1
Hong, Yanran
1
Huang, Chih-Yueh
1
Huang, Dengshi
1
Kang, Sang Hoon
1
Klein, Tony
1
Lee, Chien-chiang
1
Leiva-Leon, Danilo
1
Li, Fuxing
1
Lin, Yu
1
Liu, Min
1
more ...
less ...
Published in...
All
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics
14
Economic modelling
12
Finance research letters
12
Journal of forecasting
12
The North American journal of economics and finance : a journal of financial economics studies
12
International review of financial analysis
11
Journal of econometrics
11
Quantitative finance
10
International review of economics & finance : IREF
8
Journal of risk and financial management : JRFM
8
Economics letters
7
European journal of operational research : EJOR
7
International Journal of Financial Studies : open access journal
7
Research in international business and finance
7
Risks : open access journal
7
International Journal of Energy Economics and Policy : IJEEP
6
Journal of empirical finance
6
Applied economics letters
5
Global finance journal
5
Computational economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of emerging markets
4
Journal of economic dynamics & control
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometrics : open access journal
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
Pacific-Basin finance journal
3
The European journal of finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Bulletin of economic research
2
CBN journal of applied statistics
2
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
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
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
3
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
4
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:
5
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
6
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Marsh, Ian
- In:
Energy economics
93
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
Saved in:
7
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:
8
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
9
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
10
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->