//--> //--> //-->
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:"Blazsek, Szabolcs"
~person:"Chen, Miao-Ling"
~person:"Chevallier, Julien"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Cross-country"
~subject:"World"
~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
| 12 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Cross-country
World
Markov chain
11
Markov-Kette
11
Estimation
9
Schätzung
9
Volatility
5
Volatilität
5
ARCH-Modell
3
Stock market
3
Beta-t-EGARCH
2
CAPM
2
Forecasting model
2
Lévy process
2
Markov regime-switching
2
Markov-switching model
2
Multivariate Markov switching model
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
Advertising
1
Advertising effects
1
Americas
1
Asia
1
Asien
1
BEKK
1
Beta risk
1
Betafaktor
1
Betriebliche Liquidität
1
Börsenkurs
1
Capital income
1
China
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Blazsek, Szabolcs
Chen, Miao-Ling
Chevallier, Julien
Gupta, Rangan
10
Lee, Hsiang-Tai
8
Chang, Kuang-Liang
6
Ma, Feng
6
Hammoudeh, Shawkat
4
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Tiwari, Aviral Kumar
4
Xu, Libo
4
Balcilar, Mehmet
3
Bauwens, Luc
3
BenSaïda, Ahmed
3
Bohl, Martin T.
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Dimitrakopoulos, Stefanos
3
Lee, Chien-chiang
3
Li, Tao
3
Maheu, John M.
3
Shahzad, Syed Jawad Hussain
3
Wang, Jiqian
3
Wilfling, Bernd
3
Zhang, Dayong
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Amanjot Singh
2
Asai, Manabu
2
Aye, Goodness C.
2
Białkowski, Je̜drzej
2
Bouri, Elie
2
Brooks, Douglas Howard
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Chauvet, Marcelle
2
Chen, Jieting
2
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Applied economics letters
1
Energy economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
3
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
4
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:
5
Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
Saved in:
6
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->