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accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics letters"
~isPartOf:"Macroeconomic dynamics"
~subject:"Bayes-Statistik"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"Markov chain"
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Bayes-Statistik
Volatility
Markov chain
37
Markov-Kette
37
Estimation
20
Schätzung
20
Theorie
15
Theory
15
Time series analysis
7
Volatilität
7
Zeitreihenanalyse
7
Business cycle
6
Geldpolitik
6
Konjunktur
6
Monetary policy
6
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
VAR model
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VAR-Modell
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ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Markov Switching
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Share price
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Aktienmarkt
3
Capital income
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Coronavirus
3
Estimation theory
3
Kapitaleinkommen
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Markov Chain Monte Carlo
3
Markov switching
3
Multivariate Analyse
3
Multivariate analysis
3
Oil price
3
Regelbindung versus Diskretion
3
Rules versus discretion
3
Schätztheorie
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Taylor rule
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11
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Azhar Mohamad
1
Bresson, Georges
1
Caputo, Rodrigo
1
Etienne, Jean-Michel
1
Hwu, Shih-Tang
1
Inani, Sarveshwar Kumar
1
Kim, Chang-jin
1
Kim, Young Min
1
Kolkiewicz, Adam W.
1
Lee, Seojin
1
Lhuissier, Stéphane
1
Li, Pan
1
Li, Tao
1
Li, Yong
1
Lu, Xinjie
1
Ma, Feng
1
Men, Zhongxian
1
Mohnen, Pierre A.
1
Ordóñez, Félix
1
Piger, Jeremy Max
1
Serletis, Apostolos
1
Seya, Hajime
1
Tomari, Masashi
1
Uno, Shohei
1
Wang, Nianling
1
Wirjanto, Tony S.
1
Xu, Libo
1
Zhan, Yiwei
1
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Annals of financial economics
Applied economics letters
Macroeconomic dynamics
Energy economics
31
Journal of econometrics
25
International journal of forecasting
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
16
Economic modelling
15
Applied economics
14
European journal of operational research : EJOR
12
Economics letters
11
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
Quantitative finance
10
International review of financial analysis
9
Journal of empirical finance
9
International review of economics & finance : IREF
8
Insurance / Mathematics & economics
7
Journal of banking & finance
7
Research in international business and finance
7
Econometric reviews
6
Journal of forecasting
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
Journal of international money and finance
4
Journal of mathematical finance
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied mathematical finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of emerging markets
3
International journal of production research
3
Journal of applied econometrics
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ECONIS (ZBW)
11
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
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
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
6
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
7
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
8
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
9
The regime-switching volatility of Euro Area business cycles
Lhuissier, Stéphane
- In:
Macroeconomic dynamics
22
(
2018
)
2
,
pp. 426-469
Persistent link: https://www.econbiz.de/10011915977
Saved in:
10
How important is innovation? : a bayesian factor-augmented productivity model based on panel data
Bresson, Georges
;
Etienne, Jean-Michel
;
Mohnen, Pierre A.
- In:
Macroeconomic dynamics
20
(
2016
)
8
,
pp. 1987-2009
Persistent link: https://www.econbiz.de/10011685298
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