//--> //--> //--> //-->
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:"Cavicchioli, Maddalena"
~person:"Chang, Kuang-Liang"
~person:"Chen, Cathy W. S."
~person:"Guérin, Pierre"
~subject:"Crude oil"
~subject:"Theorie"
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
Crude oil
Theorie
Markov chain
23
Markov-Kette
23
Theory
17
Estimation
13
Schätzung
13
Time series analysis
12
Zeitreihenanalyse
12
ARCH model
11
ARCH-Modell
11
Volatility
8
Volatilität
8
Business cycle
7
Forecasting model
7
Konjunktur
7
Prognoseverfahren
7
VAR model
6
VAR-Modell
6
Bayes-Statistik
5
Bayesian inference
5
Capital income
5
Kapitaleinkommen
5
Markov switching
5
Multivariate Verteilung
5
Multivariate distribution
5
Frühindikator
4
Leading indicator
4
Markov-switching
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Börsenkurs
3
Forecasting
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Aktienmarkt
2
Economic forecast
2
Euro area
2
Eurozone
2
Exchange rate
2
more ...
less ...
Online availability
All
Undetermined
Free
8
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
18
Author
All
Cavicchioli, Maddalena
Chang, Kuang-Liang
Chen, Cathy W. S.
Guérin, Pierre
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Elliott, Robert J.
6
Goyal, Vineet
6
Casarin, Roberto
5
Houtum, Geert-Jan van
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Lesage, James P.
4
Maheu, John M.
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
Cavazos-Cadena, Rolando
3
Ching, Wai Ki
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric theory
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Essays in honour of Fabio Canova
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
4
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:
5
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
6
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
7
Fourth moment structure of markov switching multivariate GARCH models
Cavicchioli, Maddalena
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 565-582
Persistent link: https://www.econbiz.de/10012654989
Saved in:
8
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:
9
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
10
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->