//--> //--> //--> //-->
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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Theory"
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
Börsenkurs
Theory
Markov chain
40
Markov-Kette
40
Theorie
29
Estimation
16
Schätzung
16
Volatility
16
Volatilität
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Bayesian inference
13
Bayes-Statistik
12
Capital income
9
Kapitaleinkommen
9
Stochastic process
9
Stochastischer Prozess
9
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Markov chain Monte Carlo
8
Prognoseverfahren
8
Share price
8
Estimation theory
5
Forecasting
5
Markov switching
5
Markov-switching
5
Schätztheorie
5
Correlation
4
Korrelation
4
Portfolio selection
4
Portfolio-Management
4
State space model
4
VAR model
4
VAR-Modell
4
Zustandsraummodell
4
Aktienmarkt
3
Multivariate Analyse
3
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
Author
All
Bauwens, Luc
3
Bernardi, Mauro
2
Dufays, Arnaud
2
Yamauchi, Yuta
2
Yang, Qiao
2
Abowd, John M.
1
Anzarut, Michelle
1
Augustyniak, Maciej
1
Bec, Frédérique
1
BenSaïda, Ahmed
1
Boot, Tom
1
Cai, Biqing
1
Camacho, Maximo
1
Carpantier, Jean-François
1
Casarin, Roberto
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Creal, Drew
1
DeSarbo, Wayne
1
Debarsy, Nicolas
1
Deng, Kaihua
1
Diewald, Laszlo
1
Gao, Jiti
1
Gradojevic, Nikola
1
Gunawan, David
1
Guérin, Pierre
1
Kakamu, Kazuhiko
1
Kappe, Eelco
1
Kawakubo, Yuki
1
Khaled, Mohamad A.
1
Kleppe, Tore Selland
1
Kobayashi, Genya
1
Kohn, Robert
1
Leiva-Leon, Danilo
1
Lesage, James P.
1
Li, Kate J.
1
Li, Leon
1
Liu, Jun S.
1
Maheu, John M.
1
Marcellino, Massimiliano
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
European journal of operational research : EJOR
90
International journal of production research
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of econometrics
26
Mathematics of operations research
26
Operations research
26
Operations research letters
26
Journal of economic dynamics & control
23
Insurance / Mathematics & economics
20
Quantitative finance
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Economics letters
18
International journal of forecasting
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Computational economics
15
Finance research letters
15
Discussion paper / Centre for Economic Policy Research
14
International review of financial analysis
14
Operational research : an international journal
14
Economic modelling
13
Energy economics
12
Applied economics
11
International review of economics & finance : IREF
11
Scandinavian actuarial journal
11
IMA journal of management mathematics
10
Journal of banking & finance
10
Journal of the Operational Research Society
10
Econometric reviews
9
International journal of production economics
9
Journal of forecasting
9
Macroeconomic dynamics
9
Applied economics letters
8
International journal of theoretical and applied finance
8
Opsearch : journal of the Operational Research Society of India
8
SpringerLink / Bücher
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of mathematical finance
7
Manufacturing & service operations management : M & SOM
7
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
Saved in:
2
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
3
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
4
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
5
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
6
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
7
Volatility cascades in cryptocurrency trading
Gradojevic, Nikola
;
Tsiakas, Ilias
- In:
Journal of empirical finance
62
(
2021
),
pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
Saved in:
8
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
9
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
10
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->