//--> //--> //-->
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
isPartOf:"Finance and stochastics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Björk, Tomas"
~person:"Chevallier, Julien"
~person:"Psaradakis, Zacharias G."
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:"Markovscher Prozess"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
6
Markov-Kette
6
Estimation
2
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
BEKK
1
Bellman equation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bubbles
1
Börsenkurs
1
Control theory
1
Discounting
1
Diskontierung
1
Dynamic programming
1
Dynamische Optimierung
1
Economy of time
1
Einheitswurzeltest
1
Financial market
1
Finanzmarkt
1
Gold
1
Gold standard
1
Goldstandard
1
Hyperbolic discounting
1
Hyperinflation
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Kontrolltheorie
1
Lévy process
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Björk, Tomas
Chevallier, Julien
Psaradakis, Zacharias G.
Sola, Martin
4
Blazsek, Szabolcs
2
Dassios, Angelos
2
Driffill, John
2
Filipović, Damir
2
Frey, Rüdiger
2
Haas, Markus
2
Spagnolo, Fabio
2
Abdymomunov, Azamat
1
Aboura, Sofiane
1
Alencar, Airlane P.
1
Alòs, Elisa
1
Avdoulas, Christos
1
Beek, Misha van
1
Beiglböck, Mathias
1
Bekiros, Stelios
1
Ben-Gal, Irad
1
Bessec, Marie
1
Beylunioğlu, Fuat C.
1
Bianchi, Michele Leonardo
1
Billio, Monica
1
Borovkov, Konstantin
1
Bouabdallah, Othman
1
Bruzda, Joanna
1
Brzeźniak, Zdzisław
1
Bu, Ruijun
1
Buchardt, Kristian
1
Byoung Hark Yoo
1
Bäuerle, Nicole
1
Candido, Osvaldo
1
Capponi, Agostino
1
Casarin, Roberto
1
Chen, Haiqiang
1
Chen, Li
1
Cheng, Jie
1
Coakley, Jerry
1
Cuchiero, Christa
1
more ...
less ...
Published in...
All
Finance and stochastics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion papers in economics
4
SSE EFI working paper series in economics and finance
4
Journal of applied econometrics
3
Applied economics letters
2
SSE/EFI Working Paper Series in Economics and Finance
2
Applied economics
1
Birkbeck working papers in economics and finance : BWPEF
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Energy economics
1
Environmental economics and policy studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of forecasting
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
3
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
Saved in:
4
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
5
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
6
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->