//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Emerging markets review"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"ARMA 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:"Markov process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARMA model
Markov chain
138
Markov-Kette
138
Theorie
62
Theory
62
Volatility
52
Volatilität
52
Estimation
42
Schätzung
42
Time series analysis
38
Zeitreihenanalyse
38
Bayesian inference
35
Bayes-Statistik
34
ARCH-Modell
31
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Oil price
25
Ölpreis
25
Forecasting model
21
Prognoseverfahren
21
Stochastic process
19
Stochastischer Prozess
19
USA
19
United States
19
Welt
14
World
14
Capital income
13
Kapitaleinkommen
13
Business cycle
12
Börsenkurs
12
Konjunktur
12
Markov chain Monte Carlo
12
Share price
12
Commodity derivative
11
Rohstoffderivat
11
Estimation theory
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätztheorie
10
Electricity price
9
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Bauwens, Luc
3
Ajmi, Ahdi Noomen
2
Balcilar, Mehmet
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Dufays, Arnaud
2
Ma, Feng
2
Meitz, Mika
2
Osuntuyi, Anthony
2
Saikkonen, Pentti
2
Abramson, Ari
1
Alizadeh-Masoodian, Amir H.
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Aye, Goodness C.
1
Baum, Christopher F.
1
Billio, Monica
1
Bouri, Elie
1
Brunetti, Celso
1
Cao, Yang
1
Carpantier, Jean-François
1
Chaker, Aloui
1
Charfeddine, Lanouar
1
Charlot, Philippe
1
Chen, Liyuan
1
Chen, Wilson Ye
1
Chevallier, Julien
1
Cohen, Israel
1
Costantini, Mauro
1
Damien, Paul
1
Di Sanzo, Silvestro
1
Distaso, Walter
1
Fong, Wai-mun
1
Fry, John
1
Galeano, Pedro
1
Gerlach, Richard H.
1
Gupta, Rangan
1
Hernandez, Jose Arreola
1
Hong, Yanran
1
Huang, Chih-Yueh
1
more ...
less ...
Published in...
All
Econometric theory
Emerging markets review
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
Economics letters
9
CORE discussion papers : DP
7
International review of economics & finance : IREF
7
Journal of forecasting
7
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Computational economics
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
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
Research in international business and finance
4
The journal of futures markets
4
CREATES research paper
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
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
Working paper series / European Central Bank
3
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
3
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
4
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
5
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Marsh, Ian
- In:
Energy economics
93
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
Saved in:
6
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
7
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
8
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
9
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
10
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->