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subject:"Germany"
~isPartOf:"CAMA working paper series"
~isPartOf:"International review of financial analysis"
~subject:"Estimation"
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Search: subject_exact:"Markov-Kette"
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Germany
Estimation
Markov chain
48
Markov-Kette
48
Schätzung
18
Theorie
15
Theory
15
Volatility
14
Volatilität
14
Capital income
11
Kapitaleinkommen
11
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Bayes-Statistik
7
Bayesian inference
7
CAPM
7
Forecasting model
7
Prognoseverfahren
7
USA
7
United States
7
Yield curve
7
Zinsstruktur
7
Markov switching
6
Portfolio selection
6
Portfolio-Management
6
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Business cycle
5
Börsenkurs
5
Konjunktur
5
Share price
5
State space model
5
Stochastic process
5
Stochastischer Prozess
5
Stock market
5
Zustandsraummodell
5
EU countries
4
EU-Staaten
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Graue Literatur
4
Non-commercial literature
4
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2
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2
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English
20
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Chan, Joshua
2
Christiansen, Charlotte
2
Lee, Hsiang-Tai
2
Aslanidis, Nektarios
1
Avdoulas, Christos
1
Avino, Davide
1
Bekiros, Stelios
1
Beutler, Toni
1
Bjørnland, Hilde Christiane
1
Calice, Giovanni
1
Casarin, Roberto
1
Demirer, Rıza
1
Doucet, Arnaud
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Grillini, Stefano
1
Gubler, Matthias
1
Guermat, Cherif
1
Guerrón-Quintana, Pablo A.
1
Hassapis, Christis
1
Hauri, Simona
1
He, Zhen
1
Ioannidis, Christos
1
Janabi, Mazin A. M. al
1
Kaufmann, Sylvia
1
Lee, Chien-chiang
1
León-González, Roberto
1
Li, Baibing
1
Li, Chenlu
1
Lien, Da-hsiang Donald
1
Liu, Chunbo
1
Lorusso, Marco
1
Mandal, Anandadeep
1
Mazza, Davide
1
Miao, Rong Hui
1
Nason, James Michael
1
Nneji, Ogonna
1
O'Connor, Fergal A.
1
Orłowski, Lucjan T.
1
Ozkan, Aydin
1
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CAMA working paper series
International review of financial analysis
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
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
International review of economics & finance : IREF
12
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
6
Finance and economics discussion series
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ECONIS (ZBW)
20
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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
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
3
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
5
Bank lending in Switzerland : driven by business models and exposed to uncertainty
Beutler, Toni
;
Gubler, Matthias
;
Hauri, Simona
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013255872
Saved in:
6
Are hedge funds active market liquidity timers?
Li, Chenlu
;
Li, Baibing
;
Tee, Kaihong
- In:
International review of financial analysis
67
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012299122
Saved in:
7
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:
8
Pricing of time-varying illiquidity within the Eurozone : evidence using a Markov switching liquidity-adjusted capital asset pricing model
Grillini, Stefano
;
Ozkan, Aydin
;
Sharma, Abhijit
; …
- In:
International review of financial analysis
64
(
2019
),
pp. 145-158
Persistent link: https://www.econbiz.de/10012208374
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
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