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accessRights:"restricted"
~accessRights:"free"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
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Tsionas, Efthymios G.
17
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8
Casarin, Roberto
7
Li, Yong
7
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5
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International journal of economics and finance
4
International journal of emerging markets
4
International journal of production research
4
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4
Review of quantitative finance and accounting
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Scandinavian actuarial journal
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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91
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
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92
Markov chain Monte Carlo approach to the analysis of response patterns in data collection process
Chun, Young H.
;
Watson, Edward
- In:
INFOR : information systems and operational research
61
(
2023
)
4
,
pp. 509-529
Persistent link: https://www.econbiz.de/10014393004
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93
Rough-heston local-volatility model
Dall'acqua, Enrico
;
Longoni, Riccardo
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014500191
Saved in:
94
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
95
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
96
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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97
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
98
S&P 500 volatility, volatility regimes, and economic uncertainty
Adrangi, Bahram
;
Chatrath, Arjun
;
Raffiee, Kambiz
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1362-1387
Persistent link: https://www.econbiz.de/10014436045
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99
The usage of Markov Chain Monte Carlo (MCMC) methods in time-varying volatility models
Emmanouil, Garefalakis
;
Stefanos, Giakoumatos
; …
- In:
Journal of risk & control
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014514172
Saved in:
100
Herd and causality dynamics between energy commodities and ethical investment : evidence from the different phases of the COVID-19 pandemic
Azhar Mohamad
;
Fromentin, Vincent
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483678
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