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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"
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Search: subject_exact:"Markov chain"
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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
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42
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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
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
95
Discussion paper / Tinbergen Institute
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Risks : open access journal
34
International journal of production research
29
Mathematics of operations research
26
Operations research
26
Operations research letters
26
Journal of econometrics
25
Journal of economic dynamics & control
23
Quantitative finance
23
International journal of forecasting
21
Insurance / Mathematics & economics
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Economics letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Applied economics
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Economic modelling
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Discussion paper / Centre for Economic Policy Research
15
Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
15
Working paper / National Bureau of Economic Research, Inc.
15
International review of financial analysis
14
Journal of empirical finance
14
NBER Working Paper
14
Operational research : an international journal
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
NBER working paper series
13
SFB 649 discussion paper
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Scandinavian actuarial journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
International review of economics & finance : IREF
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Journal of forecasting
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Working papers
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Journal of risk and financial management : JRFM
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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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
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