//--> //--> //--> //-->
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:"Quantitative finance"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~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
Monte-Carlo-Simulation
Time series analysis
Markov chain
36
Markov-Kette
36
Theorie
19
Theory
19
Stochastic process
14
Stochastischer Prozess
14
Option pricing theory
12
Optionspreistheorie
12
Volatility
11
Volatilität
11
Portfolio selection
9
Portfolio-Management
9
Estimation
8
Monte Carlo simulation
8
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Statistical distribution
7
Statistische Verteilung
7
Börsenkurs
6
Share price
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
ARCH-Modell
4
Markov chain Monte Carlo
4
Bayesian inference
3
Hidden Markov model
3
Option pricing
3
Stochastic volatility
3
Value-at-risk
3
Bubbles
2
Continuous-time Markov chain
2
Credit risk
2
Derivat
2
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
14
Language
All
English
14
Author
All
Bayer, Christian
2
Chen, Qian
2
Gerlach, Richard
2
Wang, Chao
2
Breneis, Simon
1
Bunn, Derek W.
1
Chen, Wilson Ye
1
Damien, Paul
1
Demirer, Rıza
1
Demos, Guilherme
1
Gerlach, Richard H.
1
Guerra, João
1
Guerreiro, Henrique
1
Gupta, Rangan
1
Guyon, Julien
1
Hsieh, Fushing
1
Häppölä, Juho
1
Kang, Li
1
Khashanah, Khaldoun
1
Koike, Takaaki
1
Lekeufack, Jordan
1
Minami, Mihoko
1
Peters, Gareth
1
Reis, Gonçalo dos
1
Shao, Chenjie
1
Sisson, Scott A.
1
Smith, Greig
1
Sornette, Didier
1
Tempone, Raúl
1
Walker, Stephen G.
1
Wang, Xiaodong
1
Zhang, Zehua
1
Zhao, Ran
1
more ...
less ...
Published in...
All
Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of econometrics
28
Energy economics
25
International journal of forecasting
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied economics
20
Economic modelling
18
Economics letters
18
Computational economics
14
European journal of operational research : EJOR
14
Finance research letters
13
Econometric reviews
12
Journal of forecasting
12
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
10
Journal of economic dynamics & control
10
Research in international business and finance
10
Risks : open access journal
10
Applied economics letters
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Econometrics : open access journal
8
Journal of banking & finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Journal of applied econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of financial econometrics
5
Macroeconomic dynamics
5
Review of quantitative finance and accounting
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Global finance journal
4
International journal of economics and finance
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
4
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
5
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
6
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
7
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
8
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
9
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
10
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->