//--> //--> //-->
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"
~person:"Bauwens, Luc"
~person:"Chevallier, Julien"
~person:"Zhang, Dayong"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Cross-country"
~subject:"Gold standard"
~subject:"Schätzung"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Cross-country
Gold standard
Schätzung
Markov chain
11
Markov-Kette
11
Volatility
8
Volatilität
8
ARCH-Modell
6
Estimation
6
Stock market
4
Börsenkurs
3
Capital income
3
Estimation theory
3
Forecasting
3
Forecasting model
3
Kapitaleinkommen
3
Markov switching
3
Prognoseverfahren
3
Schätztheorie
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Asia
2
Asien
2
Commodity derivative
2
Correlation
2
Crude oil
2
Dynamic conditional correlations
2
Erdöl
2
Korrelation
2
Lévy process
2
Markov-switching model
2
Petroleum
2
Portfolio selection
2
Portfolio-Management
2
Rohstoffderivat
2
Theorie
2
Theory
2
ARMA
1
ARMA model
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
10
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
10
Author
All
Bauwens, Luc
Chevallier, Julien
Zhang, Dayong
Gupta, Rangan
10
Serletis, Apostolos
9
Xu, Libo
8
Lee, Hsiang-Tai
7
Ma, Feng
7
Casarin, Roberto
6
Chang, Kuang-Liang
6
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Blazsek, Szabolcs
5
Shi, Yanlin
5
Billio, Monica
4
Cavicchioli, Maddalena
4
Gerlach, Richard
4
Goutte, Stéphane
4
Hammoudeh, Shawkat
4
Kang, Kyu Ho
4
Li, Leon
4
Lu, Xinjie
4
Otranto, Edoardo
4
Wang, Chao
4
Wang, Jiqian
4
Apergēs, Nikolaos
3
Bekiros, Stelios
3
Bohl, Martin T.
3
Caldeira, João F.
3
Charfeddine, Lanouar
3
Chauvet, Marcelle
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Dijk, Dick van
3
Guidolin, Massimo
3
Guérin, Pierre
3
Hou, Chenghan
3
Ji, Qiang
3
Kandemir Kocaaslan, Ozge
3
Lau, Chi Keung
3
Lee, Chien-chiang
3
more ...
less ...
Published in...
All
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of econometrics
1
The Chinese economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
3
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
4
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
5
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
6
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
7
Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan
;
Fan, Cijun
;
Zhang, Dayong
- In:
The Chinese economy
49
(
2016
)
5
,
pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
Saved in:
8
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
9
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
Saved in:
10
Hedging or speculation : what can we learn from the volume-return relationship?
Huang, Lin
;
Zhang, Dayong
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1117-1128
Persistent link: https://www.econbiz.de/10011561233
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->