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subject:"Germany"
~isPartOf:"CAMA working paper series"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation"
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Search: subject_exact:"Markov-Kette"
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Germany
Estimation
Markov chain
42
Markov-Kette
42
Schätzung
15
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Business cycle
8
Konjunktur
8
Oil price
8
Ölpreis
8
ARCH model
7
ARCH-Modell
7
Forecasting model
6
Prognoseverfahren
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Capital income
5
Commodity derivative
5
Kapitaleinkommen
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Rohstoffderivat
5
Share price
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
VAR model
5
VAR-Modell
5
Welt
5
World
5
China
4
Markov switching
4
Oil market
4
State space model
4
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12
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4
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4
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2
Working Paper
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English
16
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Chan, Joshua
2
Chang, Kuang-Liang
2
Hammoudeh, Shawkat
2
Ahmad, Wasim
1
Balcilar, Mehmet
1
Bekiros, Stelios
1
Bhar, Ramaprasad
1
Bjørnland, Hilde Christiane
1
Casarin, Roberto
1
Chang, Chia-Chien
1
Chen, Carl R.
1
Chen, Nan-kuang
1
Chen, Shiu-sheng
1
Chou, Yu-Hsi
1
Doucet, Arnaud
1
Guerrón-Quintana, Pablo A.
1
Gungor, Hasan
1
Guo, Feng
1
Ho, Kin-Yip
1
Huang, Ying
1
Lee, Chingnun
1
León-González, Roberto
1
Li, Tao
1
Liu, Wai-man
1
Lorusso, Marco
1
Nason, James Michael
1
Qian, Lihua
1
Ravazzolo, Francesco
1
Saini, Seema
1
Shi, Yanlin
1
Shyu, So-De
1
Simmons-Süer, Banu
1
Strachan, Rodney W.
1
Tsai, Shu-Yu
1
Yang, Jen-Wei
1
Yuan, Chunming
1
Zeng, Qing
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CAMA working paper series
International review of economics & finance : IREF
Applied economics
31
Economic modelling
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of econometrics
27
Energy economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working paper
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of economic dynamics & control
17
International review of financial analysis
16
Journal of empirical finance
16
Economics letters
15
International journal of forecasting
15
Macroeconomic dynamics
15
Applied economics letters
14
Journal of applied econometrics
14
Journal of banking & finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
CESifo working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Finance research letters
10
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
The European journal of finance
9
Discussion paper / Centre for Economic Policy Research
8
Journal of macroeconomics
8
Quantitative finance
8
Working papers
8
International journal of economics and finance
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Cogent economics & finance
6
Computational economics
6
Discussion paper
6
Discussion paper series / IZA
6
European journal of operational research : EJOR
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Finance and economics discussion series
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ECONIS (ZBW)
16
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1
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10012542739
Saved in:
2
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
4
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
5
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
6
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
7
"How relevant is capital structure for aggregate investment? : a regime-switching approach"
Simmons-Süer, Banu
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 109-117
Persistent link: https://www.econbiz.de/10011791725
Saved in:
8
Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.
;
Nason, James Michael
-
2012
Persistent link: https://www.econbiz.de/10009561198
Saved in:
9
Further evidence on bear market predictability : the role of the external finance premium
Chen, Nan-kuang
;
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 106-121
Persistent link: https://www.econbiz.de/10011754115
Saved in:
10
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
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