//--> //--> //--> //-->
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:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Econometric theory"
~isPartOf:"Emerging markets review"
~subject:"ARCH model"
~subject:"ARMA model"
~subject:"Currency crisis"
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 process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARMA model
Currency crisis
Markov chain
28
Markov-Kette
28
Theorie
17
Theory
17
ARCH-Modell
11
Time series analysis
8
Zeitreihenanalyse
8
Heteroscedasticity
4
Heteroskedastizität
4
ARMA-Modell
3
Multivariate Verteilung
3
Multivariate distribution
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
Aktienmarkt
2
Capital income
2
Discrete choice
2
Diskrete Entscheidung
2
Estimation
2
Estimation theory
2
Game theory
2
Geldpolitik
2
Kapitaleinkommen
2
Markov regime switching
2
Monetary policy
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Schätzung
2
Spieltheorie
2
Stock market
2
Volatility
2
Volatilität
2
Aktienindex
1
Arbeitslosigkeit
1
Bank
1
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
11
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
14
Author
All
Meitz, Mika
5
Saikkonen, Pentti
5
Ajmi, Ahdi Noomen
2
Abramson, Ari
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Brunetti, Celso
1
Cavicchioli, Maddalena
1
Chaker, Aloui
1
Charfeddine, Lanouar
1
Cohen, Israel
1
Distaso, Walter
1
Fry, John
1
Gupta, Rangan
1
Liu, Ji-Chun
1
Mariano, Roberto S.
1
Masood, Omar
1
Nasr, Adnen Ben
1
Scotti, Chiara
1
Stelzer, Robert
1
Tan, Augustine H. H.
1
Van Eyden, Reneé
1
Walid, Chkili
1
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
Econometric theory
Emerging markets review
Energy economics
17
International journal of forecasting
12
Journal of empirical finance
12
Applied economics
11
Journal of econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economic modelling
10
Economics letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
CORE discussion papers : DP
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
Applied economics letters
6
Finance research letters
6
International journal of finance & economics : IJFE
6
International review of financial analysis
6
Journal of forecasting
6
Computational economics
5
International Journal of Financial Studies : open access journal
5
Research in international business and finance
5
SFB 649 discussion paper
5
The European journal of finance
5
CESifo working papers
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
CREATES research paper
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International journal of economics and finance
3
SSE EFI working paper series in economics and finance
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The econometrics journal
3
The journal of futures markets
3
Working paper series / European Central Bank
3
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
2
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
3
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
Saved in:
4
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464399
Saved in:
5
Stability of nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464402
Saved in:
6
The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets review
16
(
2013
),
pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
Saved in:
7
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
8
Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili
;
Chaker, Aloui
;
Masood, Omar
;
Fry, John
- In:
Emerging markets review
12
(
2011
)
3
,
pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
Saved in:
9
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
Saved in:
10
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->