//--> //--> //--> //-->
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:"Theory"
~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
Theory
Markov chain
65
Markov-Kette
65
Volatility
37
Volatilität
37
Theorie
27
Estimation
26
Schätzung
26
ARCH-Modell
19
Bayesian inference
19
Bayes-Statistik
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Forecasting model
17
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
42
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
42
Language
All
English
42
Author
All
Bauwens, Luc
3
Casarin, Roberto
3
Dufays, Arnaud
2
Ma, Feng
2
Osuntuyi, Anthony
2
Yamauchi, Yuta
2
Abowd, John M.
1
Alizadeh-Masoodian, Amir H.
1
Anzarut, Michelle
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Balcilar, Mehmet
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Billio, Monica
1
Boot, Tom
1
Bouri, Elie
1
Cai, Biqing
1
Camacho, Maximo
1
Cao, Yang
1
Carpantier, Jean-François
1
Cavicchioli, Maddalena
1
Chen, Liyuan
1
Chen, Wilson Ye
1
Chevallier, Julien
1
Costantini, Mauro
1
Creal, Drew
1
DeSarbo, Wayne
1
Debarsy, Nicolas
1
Dehler-Holland, Joris
1
Di Sanzo, Silvestro
1
Fleten, Stein-Erik
1
Galeano, Pedro
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gunawan, David
1
Gupta, Rangan
1
Guérin, Pierre
1
Hernandez, Jose Arreola
1
Herrera, Rodrigo
1
more ...
less ...
Published in...
All
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Risks : open access journal
34
International journal of production research
27
Operations research letters
26
Journal of econometrics
25
Mathematics of operations research
25
Operations research
24
Journal of economic dynamics & control
22
International journal of forecasting
21
Quantitative finance
21
Insurance / Mathematics & economics
20
Economics letters
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Applied economics
17
Economic modelling
17
Computational economics
16
International review of financial analysis
14
Journal of empirical finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Operational research : an international journal
14
Finance research letters
13
Scandinavian actuarial journal
13
International review of economics & finance : IREF
12
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
IMA journal of management mathematics
10
Journal of the Operational Research Society
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Econometric reviews
9
International Journal of Financial Studies : open access journal
9
International journal of production economics
9
Journal of banking & finance
9
Macroeconomic dynamics
9
Mathematical methods of operations research : ZOR
9
Research in international business and finance
9
Econometrics : open access journal
8
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
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
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
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
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
5
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:
6
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->