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~accessRights:"restricted"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
1,976
Markov-Kette
1,961
Theorie
951
Theory
951
Estimation
425
Schätzung
423
Volatility
352
Volatilität
352
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350
Stochastischer Prozess
350
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226
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217
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217
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190
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170
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Tsionas, Efthymios G.
14
Gupta, Rangan
9
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6
Li, Yong
6
Ma, Feng
6
Chang, Kuang-Liang
5
Dimitrakopoulos, Stefanos
5
Maheu, John M.
5
Balcilar, Mehmet
4
Bauwens, Luc
4
Casarin, Roberto
4
Lesage, James P.
4
Lu, Xinjie
4
Otranto, Edoardo
4
Serletis, Apostolos
4
Shi, Yanlin
4
Wilfling, Bernd
4
Xu, Libo
4
Asai, Manabu
3
Assaf, A. Georges
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Chen, Cathy W. S.
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Gerlach, Richard
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Jin, Xin
3
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3
Song, Yong
3
Wang, Chao
3
Wang, Jiqian
3
Wang, Nianling
3
Wirjanto, Tony S.
3
Xia, Qiang
3
Yang, Qiao
3
Yu, Jun
3
Zhang, Dayong
3
Zhang, Xibin
3
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2
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Journal of econometrics
22
Energy economics
19
International journal of forecasting
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Economic modelling
14
Finance research letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics
12
Economics letters
10
European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of empirical finance
8
Quantitative finance
8
Research in international business and finance
8
International review of economics & finance : IREF
7
Applied economics letters
6
Computational economics
6
Journal of forecasting
6
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Insurance / Mathematics & economics
4
International journal of economics and finance
4
International journal of emerging markets
4
Journal of applied econometrics
4
Journal of banking & finance
4
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4
The journal of futures markets
4
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3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
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3
International journal of finance & economics : IJFE
3
International journal of production research
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Journal of time series econometrics
3
Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
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1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
2
Regime-switching effect of COVID-19 pandemic on stock market index : evidence from Turkey as an emerging market example
Kartal, Mustafa Tevfik
;
Ayhan, Fatih
;
Kirikkaleli, Dervis
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 189-206
Persistent link: https://www.econbiz.de/10014511855
Saved in:
3
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
4
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
Saved in:
5
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
6
Condition-based production for stochastically deteriorating systems : optimal policies and learning
Drent, Collin
;
Drent, Melvin
;
Arts, Joachim
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
3
,
pp. 1137-1156
Persistent link: https://www.econbiz.de/10014536811
Saved in:
7
Bubbles and dependence between international equity markets
Ye, Wuyi
;
Gao, Lingbo
;
Liu, Xiaoquan
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10014551948
Saved in:
8
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
9
Model-free approximate bayesian learning for large-scale conversion funnel optimization
Iyengar, Garud
;
Singal, Raghav
- In:
Production and operations management : the flagship …
33
(
2024
)
3
,
pp. 775-794
Persistent link: https://www.econbiz.de/10014576792
Saved in:
10
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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