//--> //--> //--> //-->
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:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~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
| 10 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Monte-Carlo-Simulation
Volatility
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
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
Latent variable models
4
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
27
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
27
Language
All
English
27
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
Borowska, Agnieszka
1
Calvet, Laurent E.
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
Fearnley, Marcus
1
Fisher, Adlai
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Gouriéroux, Christian
1
Griffin, Jim E.
1
Herwartz, Helmut
1
Hong, Han
1
Hoogerheide, Lennart
1
Jacobi, Liana
1
Kalli, Maria
1
Kaufmann, Sylvia
1
King, Maxwell L.
1
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Applied economics
18
Quantitative finance
18
Economic modelling
16
Finance research letters
16
European journal of operational research : EJOR
15
Journal of economic dynamics & control
15
Economics letters
14
Computational economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of empirical finance
11
Risks : open access journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometric reviews
9
Insurance / Mathematics & economics
9
International review of financial analysis
9
International review of economics & finance : IREF
8
Research in international business and finance
8
Applied economics letters
7
Econometrics : open access journal
7
Journal of banking & finance
7
International journal of finance & economics : IJFE
6
International journal of theoretical and applied finance
6
Journal of applied econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The European journal of finance
6
The journal of futures markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Financial Studies : open access journal
5
International journal of financial engineering
5
Cogent economics & finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of economics and finance
4
International journal of production research
4
Journal of financial econometrics
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
27
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
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:
5
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:
6
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:
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
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->