//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"ARMA model"
~subject:"Estimation theory"
~subject:"Markov chain"
~subject:"Stochastischer Prozess"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARMA model
Estimation theory
Markov chain
Stochastischer Prozess
Markov-Kette
83
Theorie
51
Theory
51
Time series analysis
28
Zeitreihenanalyse
28
Bayesian inference
27
Bayes-Statistik
26
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Estimation
19
Schätzung
19
Volatility
19
Volatilität
19
ARCH-Modell
14
USA
14
United States
14
Stochastic process
11
Markov chain Monte Carlo
10
Business cycle
9
Konjunktur
9
Schätztheorie
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
VAR model
6
VAR-Modell
6
ARMA-Modell
5
Börsenkurs
5
Multivariate Analyse
5
Multivariate Verteilung
5
Multivariate analysis
5
Multivariate distribution
5
more ...
less ...
Online availability
All
Undetermined
27
Free
1
Type of publication
All
Article
83
Type of publication (narrower categories)
All
Article in journal
83
Aufsatz in Zeitschrift
83
Reprint
1
Language
All
English
83
Author
All
Bauwens, Luc
3
Casarin, Roberto
3
Ajmi, Ahdi Noomen
2
Cavicchioli, Maddalena
2
Chen, Bin
2
Dufays, Arnaud
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Guérin, Pierre
2
Hong, Yongmiao
2
Kalli, Maria
2
Marcellino, Massimiliano
2
Meitz, Mika
2
Paap, Richard
2
Piger, Jeremy Max
2
Saikkonen, Pentti
2
Yamauchi, Yuta
2
Abowd, John M.
1
Abramson, Ari
1
Ang, Andrew
1
Anzarut, Michelle
1
Augustyniak, Maciej
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Beare, Brendan K.
1
Bekaert, Geert
1
Berg, Gerard J. van den
1
Birchenhall, Christopher Roger
1
Boot, Tom
1
Bormetti, Giacomo
1
Brunetti, Celso
1
Cadarso-Suarez, Carmen
1
Cai, Biqing
1
Camacho, Maximo
1
Carpantier, Jean-François
1
Chaker, Aloui
1
Charfeddine, Lanouar
1
Chauvet, Marcelle
1
Chen, Wilson Ye
1
Cheng, Tingting
1
more ...
less ...
Published in...
All
Econometric theory
Emerging markets review
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
71
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
54
Applied economics
52
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
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
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
3
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
4
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
5
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:
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
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
8
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
9
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
10
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->