//--> //--> //-->
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 empirical finance"
~subject:"ARCH model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
16
Markov-Kette
16
Theorie
11
Theory
11
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
ARCH-Modell
4
Forecasting model
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Beam sampling
2
Commodity price
2
MCMC
2
Markov Chain Monte Carlo
2
Markov-switching
2
Markov-switching model
2
Risikomaß
2
Risk measure
2
Rohstoffpreis
2
Sampling
2
State space model
2
Statistical distribution
2
Statistische Verteilung
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Constantinou, Nick
1
Díaz-Hernández, Adán
1
Maruotti, Antonello
1
Pan, Zhiyuan
1
Petrella, Lea
1
Wang, Yudong
1
Wu, Chongfeng
1
Yin, Libo
1
more ...
less ...
Published in...
All
Journal of empirical finance
Energy economics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics
9
International journal of forecasting
9
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
6
Finance research letters
6
International review of economics & finance : IREF
6
CORE discussion papers : DP
5
International Journal of Financial Studies : open access journal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Economics letters
4
Journal of forecasting
4
Quantitative finance
4
Research in international business and finance
4
SFB 649 discussion paper
4
Applied economics letters
3
CESifo working papers
3
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International review of financial analysis
3
SSE EFI working paper series in economics and finance
3
The journal of futures markets
3
Working paper series / European Central Bank
3
Bulletin of economic research
2
Computational economics
2
Department of Economics working paper series
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of emerging markets
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
2
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
3
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
4
The frequency of regime switching in financial market volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->