//--> //--> //--> //-->
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"
~subject:"Structural break"
~subject:"Theory"
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:"Markoff-Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Structural break
Theory
Markov chain
52
Markov-Kette
52
Estimation
31
Schätzung
31
Volatility
15
Volatilität
15
Theorie
14
Capital income
12
Kapitaleinkommen
12
ARCH model
11
ARCH-Modell
11
Time series analysis
10
Zeitreihenanalyse
10
Business cycle
8
Konjunktur
8
China
7
Markov switching
7
VAR model
7
VAR-Modell
7
Aktienmarkt
6
Börsenkurs
6
Share price
6
Stock market
6
Forecasting model
5
Prognoseverfahren
5
USA
5
United States
5
Welt
5
World
5
Geldpolitik
4
Geldpolitische Transmission
4
Monetary policy
4
Monetary transmission
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schock
4
Shock
4
Strukturbruch
4
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Kakamu, Kazuhiko
2
Aloui, Chaker
1
Becker, Ralf
1
Beruvides, Mario
1
Blazsek, Szabolcs
1
Chikasada, Mitsuko
1
Chu, Guoqing
1
Chung, K.
1
Cordero-Franco, Alvaro E.
1
Damásio, Bruno
1
Ding, Jin
1
Enck, David
1
Gomes, Fábio A.
1
Ho, Han-Chiang
1
Huang, Yu-lieh
1
Jammazi, Rania
1
Kim, J. R.
1
Kunimoto, Noriyuki
1
Lee, Hsiang-tai
1
Liu, Su-Ping
1
Lu, Xinjie
1
Ma, Feng
1
Melo, Lívia C. M.
1
Mendonça, Sandro
1
Park, Jin Suk
1
Pereira, Pedro L. Valls
1
Rewat Khanthaporn
1
Rotta, Pedro Nielsen
1
Shahbaz, Muhammand
1
Shahzad, Syed Jawad Hussain
1
Soave, Gian Paulo
1
Tercero-Gómez, Víctor G.
1
Usui, Takehiro
1
Wang, Donghua
1
Wang, Yuanyuan
1
Wichitaksorn, Nuttanan
1
Wirjanto, Tony S.
1
Xu, Dinghai
1
Yang, Ke
1
Yoder, Jonathan K.
1
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
140
Journal of econometrics
71
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
48
International journal of production research
47
Journal of economic dynamics & control
45
Mathematics of operations research
43
Operations research letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
37
Insurance / Mathematics & economics
36
Journal of economic theory
35
Operations research
35
Risks : open access journal
34
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of production economics
29
International journal of theoretical and applied finance
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance and stochastics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
International journal of forecasting
23
Macroeconomic dynamics
23
Computational economics
21
Journal of forecasting
21
Quantitative finance
20
Econometric reviews
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Working paper
18
Journal of empirical finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Centre for Economic Policy Research
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Journal of banking & finance
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Energy economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
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:
4
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
5
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:
6
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
7
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:
8
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:
9
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:
10
Does garbage pricing increase the immoral disposal of household waste?
Usui, Takehiro
;
Chikasada, Mitsuko
;
Kakamu, Kazuhiko
- In:
Applied economics
49
(
2017
)
38
,
pp. 3829-3840
Persistent link: https://www.econbiz.de/10011819945
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->