//--> //--> //--> //-->
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:"Journal of econometrics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Latent variable models"
~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
| 11 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Bayes-Statistik
Latent variable models
Monte-Carlo-Simulation
Markov chain
41
Markov-Kette
41
Theorie
21
Theory
21
Estimation
18
Schätzung
18
Bayesian inference
16
Monte Carlo simulation
15
Estimation theory
14
Schätztheorie
14
Volatility
13
Volatilität
13
Markov chain Monte Carlo
9
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
ARCH-Modell
5
Correlation
5
Korrelation
5
Panel
5
Panel study
5
VAR model
5
VAR-Modell
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Sampling
4
Statistical distribution
4
Statistische Verteilung
4
Stichprobenerhebung
4
Stochastic volatility
4
MCMC
3
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
26
Language
All
English
26
Author
All
Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Maheu, John M.
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Billio, Monica
1
Bognanni, Mark
1
Bonhomme, Stéphane
1
Borowska, Agnieszka
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Clark, Todd E.
1
Creal, Drew
1
Dellaportas, Petros
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Griffin, Jim E.
1
Herwartz, Helmut
1
Hong, Han
1
Hoogerheide, Lennart
1
Jacobi, Liana
1
Jochmans, Koen
1
Kalli, Maria
1
Kaufmann, Sylvia
1
King, Maxwell L.
1
Klein, Nadja
1
Kneib, Thomas
1
more ...
less ...
Published in...
All
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
International review of financial analysis
9
Journal of forecasting
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 economics and finance
4
International journal of emerging markets
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
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
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
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
Saved in:
8
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
9
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
10
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->