//--> //--> //-->
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
~accessRights:"free"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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:"Markov chain"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Markov chain
5
Markov-Kette
5
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH-Modell
1
Affine term structures
1
Asymmetric stochastic volatility
1
Bayes-Statistik
1
Bayesian MCMC
1
Bayesian inference
1
Börsenkurs
1
Capital income
1
Density forecasting
1
Derivat
1
Derivative
1
Energy derivatives
1
Estimation
1
Estimation of stochastic systems
1
Estimation theory
1
Finite-dimensional realizations
1
Forecasting model
1
Fractional kernel
1
HJM
1
Kapitaleinkommen
1
Leverage effect
1
Markov processes
1
Markovian approximation
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Free
Undetermined
6
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
1
Language
All
English
1
Author
All
Zhang, Zehua
1
Zhao, Ran
1
Published in...
All
Quantitative finance
International Journal of Financial Studies : open access journal
6
Econometrics : open access journal
3
Journal of risk and financial management : JRFM
3
Comparative economic research : Central and Eastern Europe
2
International Journal of Energy Economics and Policy : IJEEP
2
Journal of urban economics and management : a quarterly journal of Iran Urban Economics Scientific Association
2
Quantitative finance and economics
2
Risks : open access journal
2
Bio-based and applied economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CBN journal of applied statistics
1
Cogent economics & finance
1
Economies : open access journal
1
Emerging Markets Journal : EMAJ
1
Estudios de economía
1
Global business and finance review
1
Iranian economic review : journal of University of Tehran
1
Iranian journal of finance
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of Economics and Financial Analysis
1
Journal of applied finance & banking
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business economics and management
1
Journal of capital markets studies
1
Journal of forecasting
1
West African journal of monetary and economic integration
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->