//--> //--> //-->
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:"Billio, Monica"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Estimation theory
Volatility
Markov chain
5
Markov-Kette
5
Estimation
4
Schätzung
4
Bayesian inference
3
Theorie
3
Theory
3
Financial crisis
2
Finanzkrise
2
Time series analysis
2
Zeitreihenanalyse
2
2007-2013
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Business cycle
1
CAPM
1
Commodity derivative
1
Commodity exchange
1
Debt crisis
1
Descriptive statistics
1
Deskriptive Statistik
1
Energy futures
1
GARCH
1
Graph theory
1
Graphentheorie
1
Graphical models
1
Hedge ratio
1
Hedging
1
Interacting Markov chains
1
Konjunktur
1
MCMC
1
Markov regime-switching
1
Markov-switching
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multi-layer networks
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
3
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
3
Author
All
Billio, Monica
Tsionas, Efthymios G.
16
Gupta, Rangan
10
Casarin, Roberto
7
Lee, Hsiang-Tai
7
Li, Yong
7
Ma, Feng
7
Chang, Kuang-Liang
6
Dimitrakopoulos, Stefanos
6
Nguyen, Duy
6
Serletis, Apostolos
6
Shi, Yanlin
6
Xu, Libo
6
Dufays, Arnaud
5
Gerlach, Richard
5
Hammoudeh, Shawkat
5
Kirkby, J. Lars
5
Wang, Chao
5
Yu, Jun
5
Balcilar, Mehmet
4
Bauwens, Luc
4
Cui, Zhenyu
4
Hou, Chenghan
4
Ji, Qiang
4
Lesage, James P.
4
Li, Leon
4
Lin, Shih-kuei
4
Lu, Xinjie
4
Luo, Jiawen
4
Maheu, John M.
4
Nakatsuma, Teruo
4
Omori, Yasuhiro
4
Orłowski, Lucjan T.
4
Otranto, Edoardo
4
Wang, Jiqian
4
Wilfling, Bernd
4
Wirjanto, Tony S.
4
Asai, Manabu
3
Assaf, A. Georges
3
BenSaïda, Ahmed
3
more ...
less ...
Published in...
All
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
3
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->