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subject:"Zeitreihenanalyse"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Econometric theory"
~subject:"Bid-ask spread"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Bid-ask spread
Markov chain
19
Markov-Kette
19
Theorie
15
Theory
15
Time series analysis
7
ARCH model
4
ARCH-Modell
4
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3
ARMA-Modell
3
Multivariate Verteilung
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1960-1998
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Cointegration
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Chen, Bin
2
Hong, Yongmiao
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Krolzig, Hans-Martin
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1
Cavicchioli, Maddalena
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1
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EUI working paper / ECO
Econometric theory
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
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15
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11
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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8
Journal of applied econometrics
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Econometric reviews
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Econometrics : open access journal
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International review of economics & finance : IREF
6
CAMA working paper series
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CREATES research paper
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Econometric Institute research papers
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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
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ECONIS (ZBW)
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1
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
2
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
3
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
4
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
5
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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
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