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~isPartOf:"Applied economics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Game theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
Game theory
Markov chain
52
Markov-Kette
52
Estimation
31
Schätzung
31
Volatility
15
Volatilität
15
Theorie
14
Theory
14
Capital income
12
Kapitaleinkommen
12
ARCH-Modell
11
Time series analysis
10
Zeitreihenanalyse
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Business cycle
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China
7
Markov switching
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VAR model
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VAR-Modell
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Schock
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Shock
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Aufsatz in Zeitschrift
Collection of articles written by one author
Graue Literatur
Sammelwerk
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17
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English
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Aloui, Chaker
1
Azali, Mohamed
1
Blazsek, Szabolcs
1
Chen, Shyh-wei
1
Cheng, Jen-chi
1
Chevallier, Julien
1
Chu, Guoqing
1
Cremaschini, Alessandro
1
Ding, Jin
1
Fonseca, José da
1
Goutte, Stéphane
1
Habibullah, Muzafar Shah
1
Ho, Han-Chiang
1
Hui, Eddie Chi Man
1
Jammazi, Rania
1
Lee, Hsiang-tai
1
Li, Peng
1
Li, Xiangrong
1
Liu, Su-Ping
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Ren, Ying-hua
1
Rewat Khanthaporn
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Roca, Eduardo
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Rotta, Pedro Nielsen
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Shahbaz, Muhammand
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Shahzad, Syed Jawad Hussain
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Shen, Chung-hua
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Su, Xianfang
1
Vijverberg, Chu-ping C.
1
Vikkram Singh
1
Wan Azman Saini Wan Ngah
1
Wang, Donghua
1
Wang, Peiming
1
Wichitaksorn, Nuttanan
1
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Applied economics
Journal of econometrics
41
Dynamic games and applications : DGA
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Mathematics of operations research
19
Economics letters
18
Journal of empirical finance
18
Discussion paper / Tinbergen Institute
17
European journal of operational research : EJOR
16
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working papers
14
Finance research letters
13
Journal of economic theory
13
Journal of forecasting
13
CESifo working papers
12
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of economic dynamics & control
12
International review of financial analysis
11
Games and economic behavior
10
Quantitative finance
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Working papers in economics and statistics
9
CORE discussion papers : DP
8
Discussion paper / Centre for Economic Policy Research
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
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ECONIS (ZBW)
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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
A numerical optimization pesudo-algorithm for two-player zero-sum stochastic games
Li, Peng
;
Li, Xiangrong
;
Yuan, Gonglin
;
Zhang, Maojun
- In:
Applied economics
53
(
2021
)
15
,
pp. 1729-1742
Persistent link: https://www.econbiz.de/10012485289
Saved in:
5
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:
6
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:
7
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
8
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:
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
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
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