//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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 chain"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Volatility
Markov chain
101
Markov-Kette
101
Theorie
46
Theory
46
Estimation
31
Schätzung
31
Bayesian inference
30
Bayes-Statistik
29
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Time series analysis
25
Volatilität
25
Zeitreihenanalyse
25
USA
16
United States
16
Business cycle
13
Capital income
13
Kapitaleinkommen
13
Konjunktur
13
Forecasting model
12
Prognoseverfahren
12
ARCH-Modell
11
Stochastic process
11
Stochastischer Prozess
11
Estimation theory
10
Markov chain Monte Carlo
10
Schätztheorie
10
Börsenkurs
9
Share price
9
Multivariate Analyse
8
Multivariate analysis
8
VAR model
8
VAR-Modell
8
Markov switching
7
Markov-switching
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
29
Reprint
1
Language
All
English
29
Author
All
Casarin, Roberto
3
Bauwens, Luc
2
Chevallier, Julien
2
Kalli, Maria
2
Ma, Feng
2
Augustyniak, Maciej
1
Azhar Mohamad
1
Bormetti, Giacomo
1
Caputo, Rodrigo
1
Cavicchioli, Maddalena
1
Chang, Kuang-Liang
1
Chen, Miao-Ling
1
Chen, Wilson Ye
1
Corsi, Fulvio
1
Costantini, Mauro
1
Creal, Drew
1
Damien, Paul
1
Dufays, Arnaud
1
Gatumel, Mathieu
1
Gerlach, Richard H.
1
Glickman, Mark E.
1
Goutte, Stéphane
1
Griffin, Jim
1
Hsu, Ching-Chi
1
Ielpo, Florian
1
Ignatieva, Ekaterina
1
Inani, Sarveshwar Kumar
1
Jacquier, Eric
1
Kim, Young Min
1
Lee, Seojin
1
Li, Ming-yuan Leon
1
Li, Pan
1
Li, Tao
1
Li, Wai Keung
1
Lin, Hsiou-wei William
1
Liu, Li
1
Liu, Zhichao
1
Livieri, Giulia
1
Lu, Xinjie
1
Lux, Thomas
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
35
Economic modelling
25
Applied economics
22
Finance research letters
21
Journal of empirical finance
21
Journal of econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
Quantitative finance
14
Economics letters
12
International journal of theoretical and applied finance
12
International review of economics & finance : IREF
12
Journal of banking & finance
11
Journal of forecasting
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Computational economics
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of finance & economics : IJFE
8
The journal of futures markets
8
Applied financial economics
7
Applied mathematical finance
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
International Journal of Financial Studies : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrics : open access journal
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of economics and finance
5
International journal of financial engineering
5
Annals of finance
4
Econometric theory
4
Emerging markets review
4
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
3
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:
4
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:
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
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
7
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
8
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
9
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
10
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->