//--> //--> //--> //-->
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:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Economic modelling"
~isPartOf:"SSE EFI working paper series in economics and finance"
~subject:"ARCH model"
~type:"article"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
132
Markov-Kette
132
Estimation
61
Schätzung
61
Theorie
44
Theory
44
Volatility
36
Volatilität
36
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Business cycle
22
Konjunktur
22
ARCH-Modell
20
Börsenkurs
16
Share price
16
Markov switching
15
USA
15
United States
15
Aktienmarkt
14
Stochastic process
14
Stochastischer Prozess
14
Stock market
14
VAR model
13
VAR-Modell
13
China
11
Geldpolitik
11
Monetary policy
11
Welt
11
World
11
Forecasting model
10
Prognoseverfahren
10
Bayes-Statistik
9
Bayesian inference
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Yield curve
8
Zinsstruktur
8
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Abdallah, Oussama
1
BenSaïda, Ahmed
1
Blazsek, Szabolcs
1
Chang, Kuang-Liang
1
Changqing, Luo
1
Cheng, Jen-chi
1
Chi, Xie
1
Chu, Guoqing
1
Cong, Yu
1
Cremaschini, Alessandro
1
Ding, Jin
1
Dua, Pami
1
Feng, Lingbing
1
Ho, Han-Chiang
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hui, Eddie Chi Man
1
Hung, Ming-Chin
1
Kumar, Dilip
1
Lee, Hsiang-tai
1
Lin, Shih-kuei
1
Litimi, Houda
1
Liu, Su-Ping
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Maheswaran, S.
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Miao, Daniel Wei-Chung
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Racicot, François-Éric
1
Ren, Ying-hua
1
Rewat Khanthaporn
1
Roca, Eduardo
1
Rotta, Pedro Nielsen
1
Shi, Yanlin
1
Su, Xianfang
1
Su, Yi Kai
1
more ...
less ...
Published in...
All
Applied economics
Department of Economics discussion paper series / University of Oxford
Economic modelling
SSE EFI working paper series in economics and finance
Energy economics
17
International journal of forecasting
12
Journal of empirical finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of econometrics
8
International review of economics & finance : IREF
7
Journal of forecasting
7
Economics letters
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
The European journal of finance
5
Econometric theory
4
Emerging markets review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
Research in international business and finance
4
The journal of futures markets
4
Computational economics
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
The econometrics journal
3
Applied mathematical finance
2
Bulletin of economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Finance a úvěr
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of emerging markets
2
International journal of financial engineering and risk management
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Journal of economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
2
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
3
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
4
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
5
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
6
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
7
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:
8
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->