//--> //--> //-->
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:"Ho, Kin-Yip"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Cross-country"
~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
Cross-country
Markov chain
12
Markov-Kette
12
Estimation
10
Schätzung
10
Volatility
6
Volatilität
6
ARCH-Modell
5
Börsenkurs
3
Share price
3
Ankündigungseffekt
2
Announcement effect
2
Beta-t-EGARCH
2
CAPM
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Lévy process
2
Markov regime-switching
2
Markov-switching model
2
News sentiment
2
Prognoseverfahren
2
Public information arrival
2
Risikomanagement
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Americas
1
Asia
1
Asien
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
6
Language
All
English
6
Author
All
Blazsek, Szabolcs
Chevallier, Julien
Ho, Kin-Yip
Lee, Hsiang-Tai
8
Gupta, Rangan
7
Ma, Feng
6
Chang, Kuang-Liang
5
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Xu, Libo
4
Balcilar, Mehmet
3
Bauwens, Luc
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Dimitrakopoulos, Stefanos
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
3
Li, Tao
3
Maheu, John M.
3
Wang, Jiqian
3
Wilfling, Bernd
3
Zhang, Dayong
3
Aloui, Chaker
2
Amanjot Singh
2
Asai, Manabu
2
BenSaïda, Ahmed
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Chauvet, Marcelle
2
Chen, Jieting
2
Chen, Miao-Ling
2
Demirer, Rıza
2
Dua, Pami
2
Dufays, Arnaud
2
Feng, Lingbing
2
Gerlach, Richard
2
Haas, Markus
2
Hsu, Ching-Chi
2
more ...
less ...
Published in...
All
Applied economics
2
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
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
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
3
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:
4
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:
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
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->