//--> //--> //-->
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:"Working papers"
~person:"Bauwens, Luc"
~person:"Geweke, John"
~person:"Otranto, Edoardo"
~subject:"ARCH model"
~subject:"Share price"
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
Share price
Markov chain
3
Markov-Kette
3
Börsenkurs
2
Estimation
2
Multiplicative Error Model
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Forecasting model
1
Fuzzy sets
1
Fuzzy-Set-Theorie
1
Geldpolitik
1
Groups identification
1
MIDAS
1
Markov chains
1
Markov switching model
1
Model–based clustering
1
Monetary policy
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nuisance parameters
1
Number of states
1
Prognoseverfahren
1
Short– and Long–Run Components
1
Simulation
1
Simulations
1
Smoothed Probabilities
1
Stock market
1
Stock market volatility
1
Time series analysis
1
Unconventional monetary policies
1
Zeitreihenanalyse
1
markov switching
1
realized volatility
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Bauwens, Luc
Geweke, John
Otranto, Edoardo
Billio, Monica
2
Casarin, Roberto
2
Gallo, Giampiero M.
2
Osuntuyi, Anthony
2
Lacava, Demetrio
1
Scaffidi Domianello, Luca
1
more ...
less ...
Published in...
All
Working papers
CORE discussion papers : DP
4
Working paper series / European Central Bank
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
CIRANO - Scientific Publication
1
CORE discussion paper : DP
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Discussion paper / Tinbergen Institute
1
Discussion papers / UCL, Département des Sciences Economiques
1
Journal of applied econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
2
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->