//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Finance research letters"
~subject:"Estimation"
~subject:"Konjunktur"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Konjunktur
Markov chain
82
Markov-Kette
82
Theorie
28
Theory
28
Volatility
24
Volatilität
24
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Schätzung
16
Capital income
14
Kapitaleinkommen
14
Börsenkurs
12
Share price
12
Bayes-Statistik
10
Bayesian inference
10
Forecasting model
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Prognoseverfahren
10
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Credit risk
9
Kreditrisiko
9
Aktienmarkt
8
Stock market
8
Estimation theory
7
Portfolio selection
7
Portfolio-Management
7
Regime switching
7
Schätztheorie
7
Game theory
5
Regime-switching
5
Spieltheorie
5
Stochastic volatility
5
CAPM
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
1
Bouri, Elie
1
Caldeira, João F.
1
Chen, Cathy W. S.
1
Chen, Shu-yu
1
Christou, Christina
1
Cozijnsen, Anton J.
1
Echaust, Krzysztof
1
Feng, Lingbing
1
Fu, Tong
1
Gil-Alaña, Luis A.
1
Gupta, Rangan
1
Ho, Kin-Yip
1
Just, Małgorzata
1
Kirby, Chris
1
Kuiper, W. Erno
1
Lee, Hsiang-Tai
1
Lee, Sangyeol
1
Li, Bin
1
Li, Changyu
1
Liang, Rubing
1
Liu, Jinshan
1
Mamon, Rogemar
1
Mendes, Fernando Henrique de Paula e Silva
1
Nonejad, Nima
1
Pan, Xiongfeng
1
Prasanna, P. Krishna
1
Quan, Rong
1
Saranya, K.
1
Shenghong, Li
1
Tiwari, Aviral Kumar
1
Turatti, Douglas Eduardo
1
Wang, Zili
1
Wong, Heung
1
Xi, Xiaojing
1
Xia, Qiang
1
Zhang, Jing
1
Zhipeng, Yan
1
more ...
less ...
Published in...
All
Computational economics
Finance research letters
Economic modelling
39
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Working paper
27
Energy economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Macroeconomic dynamics
20
Economics letters
19
International journal of forecasting
18
Journal of economic dynamics & control
18
Applied economics letters
15
International review of financial analysis
15
Journal of banking & finance
15
Journal of empirical finance
15
International review of economics & finance : IREF
14
Journal of applied econometrics
14
The North American journal of economics and finance : a journal of financial economics studies
13
International journal of finance & economics : IJFE
12
Working papers
12
Discussion paper / Tinbergen Institute
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
CESifo working papers
10
The European journal of finance
10
Econometric reviews
9
Journal of macroeconomics
9
CAMA working paper series
8
Discussion paper / Centre for Economic Policy Research
8
International journal of economics and finance
8
Journal of forecasting
8
Quantitative finance
8
Journal of money, credit and banking : JMCB
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Risks : open access journal
7
Working paper series / European Central Bank
7
Cogent economics & finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
2
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
3
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
6
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
7
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata
;
Echaust, Krzysztof
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
Saved in:
8
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
9
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
10
Exploring dynamic impact of foreign direct investment on China's co2emissions using Markov-switching vector error correction model
Pan, Xiongfeng
;
Zhang, Jing
;
Li, Changyu
;
Quan, Rong
; …
- In:
Computational economics
52
(
2018
)
4
,
pp. 1139-1151
Persistent link: https://www.econbiz.de/10012053138
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->