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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~subject:"Bid-ask spread"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Bid-ask spread
Markov chain
13
Markov-Kette
13
Theorie
10
Theory
10
Time series analysis
7
ARCH model
3
ARCH-Modell
3
Börsenkurs
2
Estimation
2
Estimation theory
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Schätztheorie
2
Schätzung
2
Share price
2
Structural break
2
Strukturbruch
2
USA
2
United States
2
Volatility
2
Volatilität
2
1960-1998
1
1996
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Beschäftigungseffekt
1
Bruttoinlandsprodukt
1
Business cycle
1
Business cycle synchronization
1
Capital income
1
Cointegration
1
Decomposition method
1
Dekompositionsverfahren
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EU countries
1
EU-Staaten
1
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8
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Graue Literatur
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8
Working Paper
8
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English
8
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Krolzig, Hans-Martin
2
Nonejad, Nima
2
Toro, Juan
2
Amaro de Matos, João
1
Artis, Michael J.
1
Bauwens, Luc
1
Dufays, Arnaud
1
Fernandes, Marcelo
1
Hansen, Peter Reinhard
1
Horel, Guillaume
1
Kruse, Robinson
1
Rombouts, Jeroen V. K.
1
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CREATES research paper
EUI working paper / ECO
Journal of econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
19
Discussion paper / Tinbergen Institute
16
Economic modelling
15
Economics letters
15
Journal of forecasting
15
Working paper
11
Working papers
11
Applied economics
10
CESifo working papers
10
Energy economics
10
Macroeconomic dynamics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Computational economics
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Journal of applied econometrics
8
Econometric reviews
7
Econometrics : open access journal
6
International review of economics & finance : IREF
6
CAMA working paper series
5
Econometric Institute research papers
5
Econometric theory
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of banking & finance
5
Applied economics letters
4
International journal of economics and finance
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Documentos de trabajo / Banco de España
3
Economics working paper
3
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ECONIS (ZBW)
8
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1
Particle Markov chain Monte Carlo Techniques of unobserved component time series models using Ox
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782694
Saved in:
2
Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782698
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
4
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
5
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
Saved in:
6
Market microstructure models and the Markov property
Amaro de Matos, João
;
Fernandes, Marcelo
-
2000
Persistent link: https://www.econbiz.de/10001541064
Saved in:
7
The European business cycle
Artis, Michael J.
;
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437100
Saved in:
8
A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437105
Saved in:
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