//--> //--> //--> //-->
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:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~subject:"VAR-Modell"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Share price
USA
VAR-Modell
Markov chain
128
Markov-Kette
128
Theorie
78
Theory
78
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Bayes-Statistik
32
Bayesian inference
32
Estimation
30
Schätzung
30
Time series analysis
29
Zeitreihenanalyse
29
Estimation theory
22
Schätztheorie
22
Volatility
18
Volatilität
18
United States
16
VAR model
14
Stochastic process
13
Stochastischer Prozess
13
Markov chain Monte Carlo
11
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
9
Regressionsanalyse
9
Börsenkurs
8
Schock
8
Shock
8
Sampling
7
Statistical test
7
Statistischer Test
7
Stichprobenerhebung
7
Business cycle
6
more ...
less ...
Online availability
All
Undetermined
12
Free
6
Type of publication
All
Article
28
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
36
Author
All
Lütkepohl, Helmut
4
Deschamps, Jean-Philippe
2
Dufour, Jean-Marie
2
Herwartz, Helmut
2
Koop, Gary
2
Lanne, Markku
2
Marcellino, Massimiliano
2
Steel, Mark F. J.
2
Ahsan, Nazmul
1
Amaro de Matos, João
1
Baldovin, Fulvio
1
Bianchi, Francesco
1
Bognanni, Mark
1
Burda, Martin
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Clark, Todd E.
1
Dellaportas, Petros
1
Dijk, Dick van
1
Droumaguet, Matthieu
1
Fearnley, Marcus
1
Fernandes, Marcelo
1
Fernández, Carmen
1
Filardo, Andrew J.
1
Fisher, Adlai
1
Fulop, Andras
1
George, Edward I.
1
Gordon, Stephen F.
1
Gouriéroux, Christian
1
Griffin, J. E.
1
Griffin, Jim E.
1
Guérin, Pierre
1
Harding, Matthew
1
Hausman, Jerry A.
1
Jin, Xin
1
Kalli, Maria
1
Kim, Chang-jin
1
Kole, Erik
1
more ...
less ...
Institution
All
European University Institute / Department of Law
4
Published in...
All
EUI working paper / ECO
Journal of econometrics
International journal of theoretical and applied finance
31
Economic modelling
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economics letters
18
Energy economics
18
European journal of operational research : EJOR
17
Finance research letters
17
Quantitative finance
17
Journal of applied econometrics
16
Journal of empirical finance
16
Working paper
16
Applied economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of economic dynamics & control
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of banking & finance
13
Annals of finance
12
International journal of forecasting
12
Review of quantitative finance and accounting
12
Applied economics letters
11
Computational economics
10
Discussion paper / Tinbergen Institute
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Centre for Economic Policy Research
9
Finance and stochastics
9
Insurance / Mathematics & economics
9
Macroeconomic dynamics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Working papers
9
Applied mathematical finance
8
Asia-Pacific financial markets
8
Journal of forensic economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
6
Bayesian nonparametric vector autoregressive models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
Saved in:
7
Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
8
Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu
;
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764707
Saved in:
9
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008935686
Saved in:
10
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->