//--> //--> //-->
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:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
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:"Markovsche Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
119
Markov-Kette
119
Theorie
74
Theory
74
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Bayes-Statistik
31
Bayesian inference
31
Estimation
28
Schätzung
28
Time series analysis
27
Zeitreihenanalyse
27
Estimation theory
22
Schätztheorie
22
Volatility
18
Volatilität
18
Stochastic process
13
Stochastischer Prozess
13
USA
13
United States
13
Markov chain Monte Carlo
11
Forecasting model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Prognoseverfahren
9
Regression analysis
9
Regressionsanalyse
9
VAR model
9
VAR-Modell
9
ARCH-Modell
8
Börsenkurs
7
Sampling
7
Share price
7
Stichprobenerhebung
7
Correlation
6
Korrelation
6
Statistical test
6
Statistischer Test
6
Capital income
5
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bauwens, Luc
2
Baldovin, Fulvio
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Dufays, Arnaud
1
Jacquier, Eric
1
Jin, Xin
1
Maheu, John M.
1
Nakatsuma, Teruo
1
Otranto, Edoardo
1
Paolella, Marc S.
1
Polak, Pawel
1
Polson, Nicholas G.
1
Rombouts, Jeroen V. K.
1
Rossi, Peter E.
1
Stella, Attilio L.
1
Tong, Howell
1
Walker, Patrick S.
1
Zamparo, Marco
1
more ...
less ...
Published in...
All
EUI working paper / ECO
Journal of econometrics
Energy economics
17
International journal of forecasting
12
Journal of empirical finance
12
Applied economics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
International review of economics & finance : IREF
7
Journal of forecasting
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics letters
5
CORE discussion papers : DP
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
The European journal of finance
5
CESifo working papers
4
Econometric theory
4
Emerging markets review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
Research in international business and finance
4
SFB 649 discussion paper
4
The journal of futures markets
4
CREATES research paper
3
Computational economics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
SSE EFI working paper series in economics and finance
3
The econometrics journal
3
Working paper series / European Central Bank
3
Applied mathematical finance
2
Bulletin of economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
2
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
3
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
4
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
5
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
7
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 185-212
Persistent link: https://www.econbiz.de/10002136532
Saved in:
8
Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->