//--> //--> //--> //-->
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:"D'Amico, Guglielmo"
~person:"Kirkby, J. Lars"
~person:"Serletis, Apostolos"
~person:"Sola, Martin"
~source:"econis"
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
Markov chain
31
Markov-Kette
31
Theorie
15
Theory
15
Volatility
11
Volatilität
11
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Finance
5
Geldpolitik
5
ARCH model
4
ARCH-Modell
4
Monetary policy
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Capital income
3
Credit risk
3
Estimation theory
3
GARCH
3
Geldmenge
3
Jump diffusion
3
Kapitaleinkommen
3
Kreditrisiko
3
Markov regime switching
3
Money supply
3
Multivariate Verteilung
3
Multivariate distribution
3
Regime-switching
3
Schätztheorie
3
Share price
3
Stochastic volatility
3
Asian options
2
BEKK
2
Bank
2
Business cycle
2
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
29
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
31
Author
All
D'Amico, Guglielmo
Kirkby, J. Lars
Serletis, Apostolos
Sola, Martin
Tsionas, Efthymios G.
17
Gupta, Rangan
14
Elliott, Robert J.
10
Cui, Zhenyu
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Siu, Tak Kuen
8
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Legros, Benjamin
7
Li, Lingfei
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Banik, A. D.
6
Billio, Monica
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Goyal, Vineet
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
6
He, Xin-Jiang
6
Houtum, Geert-Jan van
6
Lee, Hsiang-Tai
6
Leiva-Leon, Danilo
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Solan, Eilon
6
Wei, Qingda
6
Zhu, Song-Ping
6
more ...
less ...
Published in...
All
European journal of operational research : EJOR
4
Annals of finance
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Discussion paper / Centre for Economic Policy Research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic dynamics & control
2
Applied mathematical finance
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of the Operational Research Society : OR
1
Scandinavian actuarial journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
1
Showing
1
-
10
of
31
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
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.
;
Driffill, John
;
Kenç, Turalay
; …
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
Saved in:
3
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:
4
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
5
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:
6
Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
Saved in:
7
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:
8
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
9
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
10
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->