//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Alagidede, Imhotep Paul"
~person:"Ardia, David"
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:"Markov"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Backtesting
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Asymmetric GARCH
1
Bayesian
1
Bayesian and frequentist estimation
1
Bayesian estimation
1
Bitcoin
1
Börsenkurs
1
Capital income
1
Electronic money
1
Elektronisches Geld
1
Forecasting model
1
GARCH
1
GARCH models
1
Kapitaleinkommen
1
MSGARCH
1
Markov chain
1
Markov-Kette
1
Markov-switching copulas
1
Maximum likelihood
1
Multivariate Verteilung
1
Multivariate distribution
1
Prognoseverfahren
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Risk-return
1
Share price
1
Skewness
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Alagidede, Imhotep Paul
Ardia, David
Chen, Cathy W. S.
6
Gupta, Rangan
5
Lin, Edward M. H.
4
So, Mike Ka-pui
4
Chen, Jun-Home
3
Gerlach, Richard
3
Kiss, Tamás
3
Lian, Yu-Min
3
Ma, Feng
3
Nguyen, Hoang
3
Shi, Yanlin
3
Österholm, Pär
3
Bossaerts, Peter L.
2
Bouri, Elie
2
Franses, Philip Hans
2
Haas, Markus
2
Judd, Kenneth L.
2
Kolkiewicz, Adam W.
2
Kubler, Felix
2
Laurini, Márcio Poletti
2
Legerstee, Rianne
2
Lu, Xinjie
2
Madsen, Henrik
2
Mazur, Stepan
2
Men, Zhongxian
2
Schmedders, Karl
2
Smith, Jim Q.
2
Tsay, Ruey S.
2
Wang, Jiqian
2
Wirjanto, Tony S.
2
Zame, William R.
2
Zhang, Bo
2
Abakah, Emmanuel Joel Aikins
1
Abid, Ilyes
1
Alam, Md Rafayet
1
Amisano, Gianni
1
Angers, Jean-François
1
Ankargren, Sebastian
1
more ...
less ...
Published in...
All
Finance research letters
Journal of forecasting
Discussion paper / Tinbergen Institute
11
Tinbergen Institute Discussion Papers
4
Tinbergen Institute Discussion Paper
2
DQE Working Papers
1
Econometric Institute research papers
1
Econometrics : open access journal
1
Economics letters
1
Journal of time series econometrics
1
Lecture Notes in Economics and Mathematical System
1
Lecture notes in economics and mathematical systems : LNEMS
1
Les cahiers du GERAD
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using
Markov
-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
3
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
4
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->