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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"
~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
51
Markov-Kette
50
Estimation
27
Schätzung
27
Theorie
24
Theory
24
Bayesian inference
18
Volatility
16
Volatilität
16
Monte Carlo simulation
15
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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ARCH-Modell
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Forecasting model
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Markov chain Monte Carlo
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Prognoseverfahren
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Stochastic process
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Capital income
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Markov switching model
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Panel
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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
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Ahsan, Nazmul
1
Akram, Muhammad
1
Baldovin, Fulvio
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Bauwens, Luc
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Bognanni, Mark
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Gallant, A. Ronald
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Griffin, Jim E.
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International journal of economics and finance
International journal of emerging markets
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
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Finance research letters
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
11
Journal of economic dynamics & control
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Journal of empirical finance
10
Risks : open access journal
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Econometric reviews
9
International review of financial analysis
9
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International review of economics & finance : IREF
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International Journal of Financial Studies : open access journal
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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
Journal of financial econometrics
4
Review of quantitative finance and accounting
4
Scandinavian actuarial journal
4
The journal of futures markets
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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
Saved in:
8
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:
9
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:
10
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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