//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~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
| 12 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Markov chain
75
Markov-Kette
74
Estimation
33
Schätzung
33
Theorie
29
Theory
29
Volatility
28
Volatilität
28
Bayesian inference
20
Monte Carlo simulation
18
Börsenkurs
16
Estimation theory
16
Schätztheorie
16
Share price
16
Capital income
14
Kapitaleinkommen
14
Stochastic process
14
Stochastischer Prozess
14
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Time series analysis
11
Zeitreihenanalyse
11
Option pricing theory
10
Optionspreistheorie
10
Markov chain Monte Carlo
9
Stochastic volatility
8
Stock market
8
Correlation
7
Korrelation
7
VAR model
6
VAR-Modell
6
Panel
5
Panel study
5
CAPM
4
Hidden Markov model
4
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
41
Language
All
English
41
Author
All
Li, Yong
5
Yu, Jun
4
Jin, Xin
2
Maheu, John M.
2
Shi, Yanlin
2
Sugita, Katsuhiro
2
Zeng, Tao
2
Abakah, Emmanuel Joel Aikins
1
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Alagidede, Imhotep Paul
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Billio, Monica
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Chen, Zhongtian
1
Clark, Todd E.
1
Creal, Drew
1
Dellaportas, Petros
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dong, Weijia
1
Dufour, Jean-Marie
1
Echaust, Krzysztof
1
Eisenstat, Eric
1
Fang, Fang
1
Feng, Lingbing
1
Frühwirth-Schnatter, Sylvia
1
Fu, Jingxue
1
Fu, Tong
1
Fulop, Andras
1
Gallant, A. Ronald
1
more ...
less ...
Published in...
All
Finance research letters
International journal of economics and finance
Journal of econometrics
Energy economics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Applied economics
15
Economic modelling
14
Economics letters
13
European journal of operational research : EJOR
13
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of economic dynamics & control
10
Journal of empirical finance
10
Risks : open access journal
10
Econometric reviews
9
International review of financial analysis
9
Journal of risk and financial management : JRFM
9
Computational economics
8
Journal of forecasting
8
Research in international business and finance
8
Applied economics letters
7
Econometrics : open access journal
7
International review of economics & finance : IREF
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Journal of banking & finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
International journal of emerging markets
4
Journal of financial econometrics
4
Review of quantitative finance and accounting
4
Scandinavian actuarial journal
4
The journal of futures markets
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Economic research
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
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
2
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
5
Analyst's stock views and revision actions
Li, Tao
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
Saved in:
6
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
9
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
10
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->