//--> //--> //--> //-->
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 letters"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~subject:"VAR-Modell"
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:"Markovsche Kette"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Share price
USA
VAR-Modell
Markov chain
167
Markov-Kette
167
Theorie
86
Theory
86
Monte Carlo simulation
48
Monte-Carlo-Simulation
48
Estimation
44
Schätzung
44
Bayes-Statistik
35
Bayesian inference
35
Time series analysis
33
Zeitreihenanalyse
33
Volatility
26
Volatilität
26
Estimation theory
24
Schätztheorie
24
VAR model
19
United States
18
ARCH model
14
ARCH-Modell
14
Forecasting model
14
Prognoseverfahren
14
Stochastic process
14
Stochastischer Prozess
14
Börsenkurs
13
Business cycle
11
Capital income
11
Kapitaleinkommen
11
Markov chain Monte Carlo
11
Konjunktur
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
9
Regressionsanalyse
9
Schock
9
Shock
9
Multivariate Analyse
8
more ...
less ...
Online availability
All
Undetermined
19
Free
6
Type of publication
All
Article
39
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
47
Author
All
Lütkepohl, Helmut
4
Deschamps, Jean-Philippe
2
Dufour, Jean-Marie
2
Herwartz, Helmut
2
Koop, Gary
2
Lanne, Markku
2
Marcellino, Massimiliano
2
Steel, Mark F. J.
2
Ahsan, Nazmul
1
Amaro de Matos, João
1
Azhar Mohamad
1
Baldovin, Fulvio
1
Bianchi, Francesco
1
Bognanni, Mark
1
Burda, Martin
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Castro, Francisco de
1
Chang, Kuang-Liang
1
Chang, Tzu-pu
1
Chevallier, Julien
1
Clark, Todd E.
1
Damásio, Bruno
1
Dellaportas, Petros
1
Dijk, Dick van
1
Droumaguet, Matthieu
1
Fang, Xianming
1
Fearnley, Marcus
1
Fernandes, Marcelo
1
Fernández, Carmen
1
Filardo, Andrew J.
1
Fisher, Adlai
1
Fulop, Andras
1
George, Edward I.
1
Gordon, Stephen F.
1
Gouriéroux, Christian
1
Goutte, Stéphane
1
Griffin, J. E.
1
more ...
less ...
Institution
All
European University Institute / Department of Law
4
Published in...
All
Applied economics letters
EUI working paper / ECO
Journal of econometrics
International journal of theoretical and applied finance
31
Economic modelling
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economics letters
18
Energy economics
18
European journal of operational research : EJOR
17
Finance research letters
17
Quantitative finance
17
Journal of applied econometrics
16
Journal of empirical finance
16
Working paper
16
Applied economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of economic dynamics & control
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of banking & finance
13
Annals of finance
12
International journal of forecasting
12
Review of quantitative finance and accounting
12
Computational economics
10
Discussion paper / Tinbergen Institute
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Centre for Economic Policy Research
9
Finance and stochastics
9
Insurance / Mathematics & economics
9
Macroeconomic dynamics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Working papers
9
Applied mathematical finance
8
Asia-Pacific financial markets
8
Journal of forensic economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
2
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
5
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
7
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
8
Modelling insurgent-incumbent dynamics : vector autoregressions, multivariate Markov chains, and the nature of technological competition
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 843-849
Persistent link: https://www.econbiz.de/10012204398
Saved in:
9
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
10
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->