//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavicchioli, Maddalena"
~person:"Di Sanzo, Silvestro"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Markov chain Monte Carlo"
~type_genre:"Aufsatz in Zeitschrift"
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 chain"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
Markov chain Monte Carlo
ARCH-Modell
2
Markov chain
2
Markov switching
2
Markov-Kette
2
Volatility
2
Volatilität
2
Business cycle
1
Crude oil volatility
1
Estimation
1
Forecasting model
1
GARCH
1
GARCH modelling
1
Geometric ergodicity
1
Higher order moments
1
Konjunktur
1
Kurtosis measures
1
Long memory
1
Oil price
1
Prognoseverfahren
1
Schätzung
1
Stationarity
1
Testing for normality
1
Theorie
1
Theory
1
Time series analysis
1
Volatility forecast
1
Volatility indices
1
Welt
1
World
1
Zeitreihenanalyse
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Cavicchioli, Maddalena
Di Sanzo, Silvestro
Bauwens, Luc
2
Casarin, Roberto
2
Ma, Feng
2
Osuntuyi, Anthony
2
Yamauchi, Yuta
2
Zhang, Xibin
2
Abdallah, Oussama
1
Abowd, John M.
1
Alizadeh-Masoodian, Amir H.
1
Ang, Andrew
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Balcilar, Mehmet
1
Baum, Christopher F.
1
Bekaert, Geert
1
BenSaïda, Ahmed
1
Billio, Monica
1
Bouri, Elie
1
Cao, Yang
1
Chang, Kuang-Liang
1
Changqing, Luo
1
Charlot, Philippe
1
Chen, Haotian
1
Chen, Liyuan
1
Chen, Wilson Ye
1
Cheng, Tingting
1
Chevallier, Julien
1
Chi, Xie
1
Cong, Yu
1
Costantini, Mauro
1
Damien, Paul
1
DeSarbo, Wayne
1
Dua, Pami
1
Dufays, Arnaud
1
El Ghouch, Anouar
1
Eraker, Bjørn
1
Feng, Lingbing
1
Fong, Wai-mun
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Central European journal of economic modelling and econometrics
1
Economics letters
1
Italian economic journal
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->