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accessRights:"restricted"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Time series analysis
Markov chain
1,978
Markov-Kette
1,963
Theorie
952
Theory
952
Estimation
426
Schätzung
424
Volatility
352
Volatilität
352
Stochastic process
351
Stochastischer Prozess
351
Bayesian inference
226
Monte Carlo simulation
217
Zeitreihenanalyse
190
Forecasting model
189
Prognoseverfahren
189
ARCH model
170
ARCH-Modell
170
Mathematical programming
165
Mathematische Optimierung
165
Capital income
161
Kapitaleinkommen
161
Börsenkurs
158
Share price
158
Markov decision process
130
Decision
122
Entscheidung
122
Option pricing theory
118
Optionspreistheorie
118
Dynamic programming
113
Stock market
112
Estimation theory
111
Schätztheorie
111
Portfolio selection
108
Portfolio-Management
108
Dynamische Optimierung
106
Business cycle
99
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115
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Article
556
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1
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Aufsatz in Zeitschrift
Sammelwerk
Sammlung
Article in journal
556
Aufsatz im Buch
18
Book section
18
Graue Literatur
13
Non-commercial literature
13
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12
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4
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557
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Tsionas, Efthymios G.
15
Gupta, Rangan
12
Li, Yong
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Cavicchioli, Maddalena
5
Chang, Kuang-Liang
5
Maheu, John M.
5
Billio, Monica
4
Gerlach, Richard
4
Hammoudeh, Shawkat
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Ma, Feng
4
Omori, Yasuhiro
4
Wang, Chao
4
Yang, Qiao
4
Yu, Jun
4
Zhang, Xibin
4
Asai, Manabu
3
Assaf, A. Georges
3
Chauvet, Marcelle
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Donayre, Luiggi
3
Dufays, Arnaud
3
Hou, Chenghan
3
Jin, Xin
3
Kahalé, Nabil
3
Kang, Kyu Ho
3
Kim, Young Min
3
Kotzé, Kevin
3
Lu, Xinjie
3
Nonejad, Nima
3
Rodriguez, Gabriel
3
Song, Yong
3
Wang, Nianling
3
Wilfling, Bernd
3
Xia, Qiang
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of econometrics
24
International journal of forecasting
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Energy economics
19
Economics letters
16
Applied economics
15
Economic modelling
15
Computational economics
13
European journal of operational research : EJOR
13
Econometric reviews
12
Finance research letters
12
Journal of economic dynamics & control
11
Journal of forecasting
10
Quantitative finance
10
Applied economics letters
9
International review of financial analysis
8
Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of applied econometrics
7
Journal of banking & finance
7
Journal of empirical finance
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Insurance / Mathematics & economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
International review of economics & finance : IREF
5
Journal of financial econometrics
5
Macroeconomic dynamics
5
Review of quantitative finance and accounting
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of economics and finance
4
International journal of emerging markets
4
International journal of production research
4
Journal of quantitative economics
4
Operations research
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Asia-Pacific journal of risk and insurance : APJRI
3
Economic research
3
Global finance journal
3
International journal of finance & economics : IJFE
3
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ECONIS (ZBW)
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557
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1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
2
Regime-switching effect of COVID-19 pandemic on stock market index : evidence from Turkey as an emerging market example
Kartal, Mustafa Tevfik
;
Ayhan, Fatih
;
Kirikkaleli, Dervis
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 189-206
Persistent link: https://www.econbiz.de/10014511855
Saved in:
3
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
Saved in:
4
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
Saved in:
5
Condition-based production for stochastically deteriorating systems : optimal policies and learning
Drent, Collin
;
Drent, Melvin
;
Arts, Joachim
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
3
,
pp. 1137-1156
Persistent link: https://www.econbiz.de/10014536811
Saved in:
6
Bubbles and dependence between international equity markets
Ye, Wuyi
;
Gao, Lingbo
;
Liu, Xiaoquan
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10014551948
Saved in:
7
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
8
Model-free approximate bayesian learning for large-scale conversion funnel optimization
Iyengar, Garud
;
Singal, Raghav
- In:
Production and operations management : the flagship …
33
(
2024
)
3
,
pp. 775-794
Persistent link: https://www.econbiz.de/10014576792
Saved in:
9
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
10
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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