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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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Search: subject_exact:"Markov chain"
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Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Time series analysis
Markov chain
1,928
Markov-Kette
1,914
Theorie
919
Theory
919
Estimation
423
Schätzung
421
Volatility
346
Volatilität
346
Stochastic process
341
Stochastischer Prozess
341
Bayesian inference
222
Monte Carlo simulation
213
Zeitreihenanalyse
186
Forecasting model
184
Prognoseverfahren
184
ARCH model
166
ARCH-Modell
166
Capital income
157
Kapitaleinkommen
157
Börsenkurs
156
Mathematical programming
156
Mathematische Optimierung
156
Share price
156
Markov decision process
124
Decision
117
Entscheidung
117
Option pricing theory
117
Optionspreistheorie
117
Estimation theory
109
Schätztheorie
109
Dynamic programming
108
Stock market
108
Portfolio selection
106
Portfolio-Management
106
Dynamische Optimierung
101
Business cycle
97
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105
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Article
543
Book / Working Paper
1
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Aufsatz in Zeitschrift
Sammlung
Article in journal
543
Aufsatz im Buch
18
Book section
18
Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
12
Working Paper
12
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4
Konferenzbeitrag
4
Amtsdruckschrift
2
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2
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1
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544
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Tsionas, Efthymios G.
15
Gupta, Rangan
11
Li, Yong
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Cavicchioli, Maddalena
5
Chang, Kuang-Liang
5
Billio, Monica
4
Gerlach, Richard
4
Hammoudeh, Shawkat
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Ma, Feng
4
Maheu, John M.
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
Wang, Nianling
3
Wilfling, Bernd
3
Xia, Qiang
3
Yamauchi, Yuta
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
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
10
Journal of economic dynamics & control
10
Applied economics letters
9
Journal of forecasting
9
Quantitative finance
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 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
Journal of applied econometrics
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
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
International journal of production research
3
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ECONIS (ZBW)
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1
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
2
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:
3
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
Saved in:
4
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:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
8
Interest rates, money, and fed monetary policy in a Markov-Switching Bayesian VAR
Rich, Kenneth M.
- In:
The B.E. journal of macroeconomics
23
(
2023
)
2
,
pp. 959-997
Persistent link: https://www.econbiz.de/10014368663
Saved in:
9
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
10
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
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