//--> //--> //--> //-->
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"
~subject:"ARCH model"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
2,314
Markov-Kette
2,296
Theorie
1,096
Theory
1,096
Estimation
510
Schätzung
508
Stochastic process
400
Stochastischer Prozess
400
Volatility
395
Volatilität
395
Bayesian inference
276
Bayes-Statistik
274
Monte Carlo simulation
262
Monte-Carlo-Simulation
262
Forecasting model
233
Prognoseverfahren
233
Time series analysis
230
Zeitreihenanalyse
230
Börsenkurs
193
Share price
193
ARCH-Modell
192
Capital income
192
Kapitaleinkommen
192
Mathematical programming
170
Mathematische Optimierung
170
Markov decision process
140
Portfolio selection
136
Portfolio-Management
136
Decision
133
Entscheidung
133
Stock market
133
Aktienmarkt
132
Estimation theory
131
Schätztheorie
131
Option pricing theory
130
Optionspreistheorie
130
Dynamic programming
121
Game theory
117
Spieltheorie
117
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
192
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
192
Graue Literatur
71
Non-commercial literature
71
Arbeitspapier
69
Working Paper
69
Aufsatz im Buch
3
Book section
3
Conference paper
2
Hochschulschrift
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
192
Author
All
Lee, Hsiang-Tai
7
Ma, Feng
6
Chang, Kuang-Liang
5
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Xu, Libo
4
Bauwens, Luc
3
Chen, Cathy W. S.
3
Dimitrakopoulos, Stefanos
3
Gupta, Rangan
3
Lee, Chien-chiang
3
Wang, Jiqian
3
Wilfling, Bernd
3
Asai, Manabu
2
Balcilar, Mehmet
2
BenSaïda, Ahmed
2
Blazsek, Szabolcs
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Dufays, Arnaud
2
Feng, Lingbing
2
Gerlach, Richard
2
Haas, Markus
2
Hammoudeh, Shawkat
2
Ho, Kin-Yip
2
Hu, Liang
2
Kandemir Kocaaslan, Ozge
2
Kim, Young Shin
2
Li, Leon
2
Li, Tao
2
Luo, Jiawen
2
Maheu, John M.
2
Maruotti, Antonello
2
Muteba Mwamba, John
2
Osuntuyi, Anthony
2
Segnon, Mawuli
2
Wahab, M. I. M.
2
Wang, Chao
2
more ...
less ...
Published in...
All
Energy economics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics
9
International journal of forecasting
9
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
6
Finance research letters
6
International review of economics & finance : IREF
6
International Journal of Financial Studies : open access journal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Economics letters
4
Journal of empirical finance
4
Journal of forecasting
4
Quantitative finance
4
Research in international business and finance
4
Applied economics letters
3
International review of financial analysis
3
The journal of futures markets
3
Bulletin of economic research
2
Computational economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of emerging markets
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Journal of urban economics and management : a quarterly journal of Iran Urban Economics Scientific Association
2
The European journal of finance
2
Advances in Pacific Basin business, economics, and finance
1
African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
1
Annals of financial economics
1
Asia Pacific financial markets
1
Asia-Pacific journal of accounting & economics : APJAE
1
CBN journal of applied statistics
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Cogent economics & finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
192
Showing
71
-
80
of
192
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
72
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
73
Casablanca Stock Exchange response to the COVID-19 pandemic
Bouzid, Khalil Nait
;
Makala, Ulrich Ekouala
- In:
African review of economics and finance : AREF : the …
13
(
2021
)
2
,
pp. 142-167
Persistent link: https://www.econbiz.de/10012795077
Saved in:
74
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
75
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
76
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
77
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
78
Stock market volatility and terrorism : new evidence from the Markov switching model
Aslam, Faheem
;
Kang, Hyoung Goo
;
Mughal, Khurrum Shahzad
; …
- In:
Peace economics, peace science and public policy
27
(
2021
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10012523540
Saved in:
79
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:
80
Modeling Bitcoin price volatility : long memory vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->