//--> //--> //-->
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"
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:"Markov Regime-Switching"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
3
Markov-Kette
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Forecasting model
2
Markov regime switching
2
Oil price
2
Prognoseverfahren
2
Share price
2
Ölpreis
2
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
COBE-implied volatility index
1
Commodity derivative
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Forecast
1
GARCH-MIDAS model
1
Index futures
1
Index-Futures
1
Markov regime-switching
1
Markov-regime switching
1
Oil futures market
1
Oil market
1
Prognose
1
Realized volatility
1
Rohstoffderivat
1
Schätzung
1
Simulation
1
Stock market
1
Time series analysis
1
Welt
1
World
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Ma, Feng
3
Li, Pan
1
Li, Tao
1
Liu, Li
1
Liu, Zhichao
1
Lu, Xinjie
1
Pang, Dan
1
Shi, Yanlin
1
Wahab, M. I. M.
1
Wei, Yu
1
Zhu, Bo
1
more ...
less ...
Published in...
All
Applied economics letters
MPRA Paper
11
Energy economics
8
Economic modelling
7
Finance research letters
7
Applied economics
6
Studies in Nonlinear Dynamics & Econometrics
6
Energy Economics
5
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic Modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of economics & finance : IREF
4
ZEW Discussion Papers
4
CESifo Working Paper
3
DFAEII Working Papers
3
Economics Bulletin
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of economics and finance
3
Journal of Risk and Financial Management
3
Journal of forecasting
3
Journal of risk and financial management : JRFM
3
Macroeconomic dynamics
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
BOFIT Discussion Papers
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Comparative economic studies
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion Papers in Econometrics and Statistics
2
Discussion Papers in Statistics and Econometrics
2
Economics Working Papers / Department of Economics, European University Institute
2
Economics letters
2
Emerging markets review
2
Empirical Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
3
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
4
Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->