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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"International journal of emerging markets"
~isPartOf:"International review of financial analysis"
~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
68
Markov-Kette
68
Estimation
36
Schätzung
36
Theorie
30
Theory
30
Volatility
24
Volatilität
24
Bayesian inference
17
Monte Carlo simulation
16
Börsenkurs
14
Estimation theory
14
Schätztheorie
14
Share price
14
Capital income
12
Kapitaleinkommen
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Forecasting model
11
Prognoseverfahren
11
Stochastic process
11
Stochastischer Prozess
11
ARCH-Modell
10
Stock market
10
Time series analysis
10
Zeitreihenanalyse
10
Markov chain Monte Carlo
9
Correlation
8
Korrelation
8
CAPM
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Markov switching model
7
Portfolio selection
7
Portfolio-Management
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Markov switching
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Panel
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38
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Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Kaufmann, Sylvia
2
Lee, Hsiang-Tai
2
Maheu, John M.
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahmad, Wasim
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Aslanidis, Nektarios
1
Baldovin, Fulvio
1
Bauwens, Luc
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1
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1
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1
Bognanni, Mark
1
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1
Cagliesi, Gabriella
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Chang, Tzu-pu
1
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1
Clark, Todd E.
1
Creal, Drew
1
Das, Debojyoti
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Dellaportas, Petros
1
Demirer, Rıza
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1
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1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
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1
Gallant, A. Ronald
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International journal of emerging markets
International review of financial analysis
Journal of econometrics
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
Journal of forecasting
9
Journal of risk and financial management : JRFM
9
Computational economics
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 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 economics and finance
4
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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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
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
10
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
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