//--> //--> //--> //-->
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"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Markov regime switching"
~subject:"Multivariate distribution"
~subject:"Stock market"
~subject:"Volatility"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Markov regime switching
Multivariate distribution
Stock market
Volatility
Markov chain
51
Markov-Kette
51
Theorie
20
Theory
20
Estimation
17
Schätzung
17
Volatilität
17
ARCH model
11
ARCH-Modell
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Time series analysis
11
Zeitreihenanalyse
11
Business cycle
10
Konjunktur
10
Forecasting model
8
Prognoseverfahren
8
Bayes-Statistik
7
Bayesian inference
7
Markov switching
6
Stochastic process
6
Stochastischer Prozess
6
Aktienmarkt
5
Capital income
5
Estimation theory
5
Kapitaleinkommen
5
Markov chain Monte Carlo
5
Schätztheorie
5
Business cycles
4
Markov Chain Monte Carlo
4
Markov-switching
4
Multivariate Verteilung
4
Spillover effect
4
Spillover-Effekt
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Chang, Kuang-Liang
2
Dimitrakopoulos, Stefanos
2
Serletis, Apostolos
2
Xu, Libo
2
Arellano, Miguel Ataurima
1
Augustyniak, Maciej
1
Bian, Zhicun
1
Chen, Miao-Ling
1
Chen, Naiwei
1
Cuñado Eizaguirre, Juncal
1
Das, Debojyoti
1
Dufays, Arnaud
1
Dutta, Anupam
1
Fan, Jiacheng
1
Gupta, Rangan
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
Hong, Hui
1
Hsu, Ching-Chi
1
Ji, Qiang
1
Jiang, Yong
1
Jiang, Yu
1
Karahan, Mehmet Oğuz
1
Khalifa, Ahmed A. A.
1
Kirikkaleli, Dervis
1
Koh, You-Beng
1
Koutmos, Dimitrios
1
Kuzubaş, Tolga Umut
1
Lin, Ling
1
Liu, Bing-Yue
1
Liu, Lulu
1
Ma, Jingtang
1
Ng, Kok-Haur
1
Ng, Kooi-Huat
1
Otranto, Edoardo
1
Ou, Yangchen
1
Perez Rodriguez, Gabriel
1
Ramchander, Sanjay
1
Shang, Yuhuang
1
Tan, Chia-Yen
1
more ...
less ...
Published in...
All
Economics letters
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
29
Finance research letters
18
Applied economics
15
Journal of econometrics
15
International review of financial analysis
14
Economic modelling
13
International journal of forecasting
13
Quantitative finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Computational economics
9
Journal of empirical finance
9
Journal of economic dynamics & control
8
Research in international business and finance
7
The European journal of finance
7
Applied economics letters
6
European journal of operational research : EJOR
6
International journal of theoretical and applied finance
6
Journal of banking & finance
6
Econometric reviews
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of financial engineering
5
Journal of forecasting
5
Review of quantitative finance and accounting
5
Applied mathematical finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Global finance journal
4
Insurance / Mathematics & economics
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
4
Macroeconomic dynamics
4
The journal of futures markets
4
Annals of finance
3
Discussion paper / Centre for Economic Policy Research
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international money and finance
3
Journal of mathematical finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
2
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
3
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
4
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:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
Saved in:
7
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
8
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
9
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
10
Bitcoin's energy consumption : is it the Achilles heel to miner's revenue?
Das, Debojyoti
;
Dutta, Anupam
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012503763
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->