//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"SSE EFI working paper series in economics and finance"
~subject:"ARCH model"
~subject:"Time series analysis"
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 process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
Markov chain
81
Markov-Kette
81
Estimation
32
Schätzung
32
Theorie
31
Theory
31
Volatility
20
Volatilität
20
ARCH-Modell
17
Zeitreihenanalyse
17
Capital income
13
Kapitaleinkommen
13
Business cycle
8
Konjunktur
8
VAR model
8
VAR-Modell
8
Aktienmarkt
7
Börsenkurs
7
China
7
Markov switching
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Share price
7
Stock market
7
Structural break
6
Strukturbruch
6
Forecasting model
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
Welt
5
World
5
Game theory
4
Geldpolitik
4
Geldpolitische Transmission
4
Monetary policy
4
more ...
less ...
Online availability
All
Undetermined
14
Free
10
Type of publication
All
Article
18
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
28
Author
All
Hansen, Peter Reinhard
2
Horel, Guillaume
2
Meitz, Mika
2
Nonejad, Nima
2
Saikkonen, Pentti
2
Archakov, Ilya
1
Bauwens, Luc
1
Beruvides, Mario
1
Blazsek, Szabolcs
1
Carlo, Thiago Carlomagno
1
Cheng, Jen-chi
1
Chu, Guoqing
1
Cordero-Franco, Alvaro E.
1
Cremaschini, Alessandro
1
Damásio, Bruno
1
Ding, Jin
1
Dufays, Arnaud
1
Enck, David
1
Gomes, Fábio A.
1
Ho, Han-Chiang
1
Hui, Eddie Chi Man
1
Hultblad, Brigitta
1
Kruse, Robinson
1
Lee, Hsiang-tai
1
Liu, Su-Ping
1
Lu, Xinjie
1
Lunde, Asger
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Marçal, Emerson Fernandes
1
Melo, Lívia C. M.
1
Mendonça, Sandro
1
Osman, Mohamed
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Ren, Ying-hua
1
Rewat Khanthaporn
1
Roca, Eduardo
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
2
Published in...
All
Applied economics
CREATES research paper
SSE EFI working paper series in economics and finance
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Energy economics
24
Economic modelling
23
Journal of forecasting
21
Economics letters
19
Discussion paper / Tinbergen Institute
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
13
Working papers
12
CESifo working papers
11
International review of economics & finance : IREF
11
Macroeconomic dynamics
10
Working paper
10
Applied economics letters
9
Computational economics
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric reviews
8
Econometric theory
8
Finance research letters
8
Journal of applied econometrics
8
Journal of banking & finance
8
International journal of finance & economics : IJFE
7
CORE discussion papers : DP
6
Econometric Institute research papers
6
Econometrics : open access journal
6
International review of financial analysis
6
Quantitative finance
6
Research in international business and finance
6
The European journal of finance
6
CAMA working paper series
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
5
International journal of economics and finance
5
Journal of risk and financial management : JRFM
5
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
11
-
20
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
12
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:
13
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:
14
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
15
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:
16
Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
17
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
18
Forecasting Brazilian inflation by its aggregate and disaggregated data : a test of predictive power by forecast horizon
Carlo, Thiago Carlomagno
;
Marçal, Emerson Fernandes
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4846-4860
Persistent link: https://www.econbiz.de/10011641013
Saved in:
19
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
20
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->