//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"ARCH-Modell"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Markov chain
62
Markov-Kette
62
Theorie
37
Theory
37
Estimation
21
Schätzung
21
Volatility
21
Volatilität
21
Börsenkurs
15
Share price
15
Stochastic process
15
Stochastischer Prozess
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Portfolio selection
13
Portfolio-Management
13
Capital income
12
Kapitaleinkommen
12
Option pricing theory
12
Optionspreistheorie
12
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
Statistical distribution
9
Statistische Verteilung
9
Markov chain Monte Carlo
7
Risikomaß
7
Risk measure
7
Aktienmarkt
6
Bayes-Statistik
6
Bayesian inference
6
Credit risk
6
Kreditrisiko
6
Stock market
6
Markov Chain Monte Carlo
5
Time series analysis
5
Zeitreihenanalyse
5
Bubbles
4
Financial crisis
4
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Chen, Qian
1
Constantinou, Nick
1
Dark, Jonathan
1
Díaz-Hernández, Adán
1
Gerlach, Richard
1
Guyon, Julien
1
Khashanah, Khaldoun
1
Kuck, Konstantin
1
Lekeufack, Jordan
1
Maruotti, Antonello
1
Pan, Zhiyuan
1
Petrella, Lea
1
Schweikert, Karsten
1
Shao, Chenjie
1
Wang, Chao
1
Wang, Yudong
1
Wu, Chongfeng
1
Yin, Libo
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of empirical finance
Quantitative finance
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
Journal of econometrics
5
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Research in international business and finance
4
Applied economics letters
3
International review of financial analysis
3
Journal of forecasting
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 economics and finance
2
International journal of emerging markets
2
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
Journal of time series econometrics
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
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Contemporary issues in business economics and finance
1
DLSU business & economics review
1
Decision : official journal of Indian Institute of Management Calcutta
1
Econometric reviews
1
Economic challenges of pension systems : a sustainability and international management perspective
1
Emerging markets review
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
3
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
4
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
5
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
The frequency of regime switching in financial market volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
9
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->