//--> //--> //--> //-->
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"
~person:"Billio, Monica"
~person:"Mandal, Anandadeep"
~person:"Serletis, Apostolos"
~subject:"Money supply"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Money supply
Volatility
Markov chain
20
Markov-Kette
20
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Volatilität
9
ARCH model
7
ARCH-Modell
7
GARCH
4
Geldpolitik
4
Monetary policy
4
Multivariate Verteilung
4
Multivariate distribution
4
Time series analysis
4
Zeitreihenanalyse
4
Asset return comovements
3
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Capital income
3
Financial market
3
Finanzmarkt
3
Geldmenge
3
Kapitaleinkommen
3
Markov regime switching
3
Markov regime-switching
3
Stochastic process
3
Stochastischer Prozess
3
BEKK
2
Bank
2
Business cycle
2
Börsenkurs
2
Correlation
2
Dependence
2
Financial crisis
2
Finanzkrise
2
Geldnachfrage
2
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Billio, Monica
Mandal, Anandadeep
Serletis, Apostolos
Ma, Feng
7
Xu, Libo
7
Nguyen, Duy
6
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Kirkby, J. Lars
5
Otranto, Edoardo
5
Chang, Kuang-Liang
4
Cui, Zhenyu
4
Ji, Qiang
4
Lee, Hsiang-Tai
4
Li, Leon
4
Lin, Shih-kuei
4
Lu, Xinjie
4
Luo, Jiawen
4
Wang, Jiqian
4
Wilfling, Bernd
4
Asai, Manabu
3
Bauwens, Luc
3
BenSaïda, Ahmed
3
Casarin, Roberto
3
Chevallier, Julien
3
Dimitrakopoulos, Stefanos
3
Dufays, Arnaud
3
Goutte, Stéphane
3
He, Xin-Jiang
3
Lee, Chien-chiang
3
Omori, Yasuhiro
3
Orłowski, Lucjan T.
3
Poshakwale, Sunil S.
3
Rodriguez, Gabriel
3
Shi, Yanlin
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Ahsan, Nazmul
2
Augustyniak, Maciej
2
Ausín, M. Concepción
2
Balcilar, Mehmet
2
more ...
less ...
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
Macroeconomic dynamics
2
Economics letters
1
Energy economics
1
Journal of money, credit and banking : JMCB
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
3
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
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:
6
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
7
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
8
Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 859-892
Persistent link: https://www.econbiz.de/10011796919
Saved in:
9
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
10
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->