//--> //--> //--> //-->
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:"Chevallier, Julien"
~person:"Gupta, Rangan"
~source:"econis"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
25
Markov-Kette
25
Estimation
16
Schätzung
16
Forecasting model
10
Prognoseverfahren
10
Volatility
10
Volatilität
10
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Börsenkurs
6
Share price
6
Stock market
6
Welt
5
World
5
Risiko
4
Risk
4
USA
4
United States
4
VAR model
4
VAR-Modell
4
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Financial market
3
Finanzmarkt
3
Geldpolitik
3
Kapitaleinkommen
3
Markov switching
3
Monetary policy
3
Oil price
3
South Africa
3
Stochastic process
3
Stochastischer Prozess
3
Südafrika
3
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
24
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
25
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Working Paper
10
Language
All
English
25
Author
All
Blazsek, Szabolcs
Chevallier, Julien
Gupta, Rangan
Tsionas, Efthymios G.
19
Serletis, Apostolos
11
Casarin, Roberto
9
Cui, Zhenyu
9
D'Amico, Guglielmo
9
Elliott, Robert J.
9
Xu, Libo
9
Lee, Hsiang-Tai
8
Legros, Benjamin
8
Shi, Yanlin
8
Siu, Tak Kuen
8
Chang, Kuang-Liang
7
Kirkby, J. Lars
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Zhu, Song-Ping
7
Balcilar, Mehmet
6
Cavicchioli, Maddalena
6
Dimitrakopoulos, Stefanos
6
Feinberg, Eugene A.
6
Guo, Xianping
6
He, Xin-Jiang
6
Houtum, Geert-Jan van
6
Leiva-Leon, Danilo
6
Maheu, John M.
6
Sola, Martin
6
Wei, Qingda
6
Balbus, Lukasz
5
Banik, A. D.
5
Billio, Monica
5
Chan, Leunglung
5
Ching, Wai Ki
5
Clempner, Julio B.
5
Dufays, Arnaud
5
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied economics
4
Energy economics
4
Finance research letters
2
Computational economics
1
Economic research
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Economics, management and financial markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
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:
4
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
5
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
6
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
7
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:
8
Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632469
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->