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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"International journal of economics and finance"
~isPartOf:"International journal of emerging markets"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Markov chain
69
Markov-Kette
68
Theorie
35
Theory
35
Estimation
30
Schätzung
30
Bayesian inference
24
Forecasting model
22
Prognoseverfahren
22
Monte Carlo simulation
21
Volatility
21
Volatilität
21
Time series analysis
18
Zeitreihenanalyse
18
Estimation theory
17
Schätztheorie
17
ARCH-Modell
13
Markov chain Monte Carlo
12
Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Share price
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Correlation
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Korrelation
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Markov switching model
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Stock market
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VAR model
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VAR-Modell
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Panel
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Panel study
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Risikomaß
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42
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Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Maheu, John M.
2
Sugita, Katsuhiro
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahmad, Wasim
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Asai, Manabu
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Berninger, Christoph
1
Bhattacharyya, Malay
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
Chang, Tzu-pu
1
Chen, Cathy W. S.
1
Clark, Todd E.
1
Creal, Drew
1
Das, Debojyoti
1
Dellaportas, Petros
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dong, Weijia
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Fang, Fang
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gajić-Glamočlija, Marina
1
Gallant, A. Ronald
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International journal of economics and finance
International journal of emerging markets
Journal of econometrics
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Energy economics
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
Finance research letters
14
Economics letters
13
European journal of operational research : EJOR
13
Quantitative finance
13
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
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
Econometrics : open access journal
8
Research in international business and finance
8
Applied economics letters
7
International review of economics & finance : IREF
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Journal of applied econometrics
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
The journal of futures markets
5
International journal of production research
4
Journal of financial econometrics
4
Review of quantitative finance and accounting
4
Scandinavian actuarial journal
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
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ECONIS (ZBW)
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
3
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
4
Macroeconomic variables for predicting bear stock markets of Taiwan and China
Tran Van Phuong Duong
;
Lin, Szu-Hsien
;
Lai, Huei-Hwa
; …
- In:
International journal of emerging markets
18
(
2023
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10014333460
Saved in:
5
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:
6
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:
7
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:
8
Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries
Živkov, Dejan
;
Gajić-Glamočlija, Marina
; …
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5068-5086
Persistent link: https://www.econbiz.de/10014458484
Saved in:
9
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
10
Oil price shocks and emerging stock markets revisited
Das, Debojyoti
;
Kannadhasan, M.
;
Bhattacharyya, Malay
- In:
International journal of emerging markets
17
(
2022
)
6
,
pp. 1583-1614
Persistent link: https://www.econbiz.de/10013363282
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