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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:"Sammlung"
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Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Time series analysis
Markov chain
1,963
Markov-Kette
1,949
Theorie
940
Theory
940
Estimation
426
Schätzung
424
Volatility
352
Volatilität
352
Stochastic process
349
Stochastischer Prozess
349
Bayesian inference
226
Monte Carlo simulation
217
Zeitreihenanalyse
190
Forecasting model
188
Prognoseverfahren
188
ARCH model
170
ARCH-Modell
170
Capital income
161
Kapitaleinkommen
161
Mathematical programming
161
Mathematische Optimierung
161
Börsenkurs
158
Share price
158
Markov decision process
129
Decision
120
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120
Option pricing theory
118
Optionspreistheorie
118
Dynamic programming
113
Stock market
112
Estimation theory
109
Schätztheorie
109
Portfolio selection
107
Portfolio-Management
107
Dynamische Optimierung
106
Game theory
99
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556
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556
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18
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13
Non-commercial literature
13
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12
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12
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4
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4
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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
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ECONIS (ZBW)
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71
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
72
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
73
Filtering persistent and asymmetric cycles
Donayre, Luiggi
- In:
The B.E. journal of macroeconomics
23
(
2023
)
1
,
pp. 473-495
Persistent link: https://www.econbiz.de/10013556558
Saved in:
74
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
Saved in:
75
Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model
Zakamulin, Valeriy
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013490816
Saved in:
76
Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Zakaria, Firano
;
Benbachir, Anass
- In:
Journal of modelling in management
18
(
2023
)
5
,
pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
Saved in:
77
Analyst's stock views and revision actions
Li, Tao
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
Saved in:
78
Episodic incidence of Harrodian instability and the Kaleckian growth model : a Markov-switching approach
Hartley, Brian
- In:
Metroeconomica : international review of economics
73
(
2022
)
1
,
pp. 268-290
Persistent link: https://www.econbiz.de/10012821457
Saved in:
79
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
80
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
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