//--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Heteroskedastizität"
~subject:"Nichtparametrisches Verfahren"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Heteroskedastizität
Nichtparametrisches Verfahren
Markov chain
23
Markov-Kette
23
Theorie
16
Theory
16
ARCH-Modell
7
Time series analysis
6
Zeitreihenanalyse
6
Heteroscedasticity
4
ARMA model
3
ARMA-Modell
3
Multivariate Verteilung
3
Multivariate distribution
3
Statistical test
3
Statistischer Test
3
Discrete choice
2
Diskrete Entscheidung
2
Estimation theory
2
Game theory
2
Nonparametric statistics
2
Schätztheorie
2
Spieltheorie
2
VAR model
2
VAR-Modell
2
Arbeitslosigkeit
1
Business cycle
1
Capital income
1
Decision theory
1
Denmark
1
Dynamic game
1
Dynamisches Spiel
1
Dänemark
1
Entscheidungstheorie
1
Experiment
1
Finanzpolitik
1
Fiscal policy
1
Geldpolitik
1
HJB Equation
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
6
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
10
Author
All
Meitz, Mika
5
Saikkonen, Pentti
5
Abramson, Ari
1
Browning, Martin James
1
Carro, Jesus M.
1
Chen, Bin
1
Cohen, Israel
1
Distaso, Walter
1
Hong, Yongmiao
1
Liu, Ji-Chun
1
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
Econometric theory
Energy economics
21
Journal of econometrics
17
International journal of forecasting
13
Journal of empirical finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Applied economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Economic modelling
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion paper / Tinbergen Institute
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
Journal of forecasting
7
Finance research letters
6
Applied economics letters
5
CORE discussion papers : DP
5
Econometric reviews
5
European journal of operational research : EJOR
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
Quantitative finance
5
The European journal of finance
5
CESifo working papers
4
Econometrics : open access journal
4
Emerging markets review
4
International journal of finance & economics : IJFE
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research in international business and finance
4
SFB 649 discussion paper
4
The journal of futures markets
4
Working paper series / European Central Bank
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CREATES research paper
3
Computational economics
3
International journal of economics and finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic binary outcome models with maximal heterogeneity
Browning, Martin James
;
Carro, Jesus M.
-
2009
Persistent link: https://www.econbiz.de/10003827867
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
Saved in:
3
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:
4
Stability of nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464402
Saved in:
5
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:
6
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
7
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:
8
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
9
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
10
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->