//--> //--> //--> //-->
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
~subject:"Kapitaleinkommen"
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 Regime-Switching"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Markov chain
180
Markov-Kette
180
Markov regime-switching
85
Schätzung
85
Estimation
84
Markov regime switching
82
Volatility
66
Volatilität
64
Theorie
57
Theory
55
ARCH model
48
ARCH-Modell
48
Capital income
46
Aktienmarkt
36
Stock market
36
Prognoseverfahren
35
Börsenkurs
34
Markov regime-switching model
34
Forecasting model
33
Share price
33
Business cycle
27
Konjunktur
27
Markov Regime Switching
26
Financial crisis
24
Finanzkrise
22
Markov regime switching model
22
Monetary policy
21
Portfolio selection
21
Portfolio-Management
21
Zeitreihenanalyse
20
Oil price
18
Welt
18
World
18
Ölpreis
18
Geldpolitik
17
Markov regime-switching models
17
Time series analysis
17
Exchange rate
15
China
14
more ...
less ...
Online availability
All
Undetermined
32
Free
9
Type of publication
All
Article
45
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
46
Author
All
Zheng, Yao
3
Chen, Jieting
2
Dong, Weijia
2
Endres, Sylvia
2
Fang, Fang
2
Ho, Kin-Yip
2
Lv, Xin
2
Shi, Yanlin
2
Stübinger, Johannes
2
Abedin, Mohammad Zoynul
1
Abid, Fathi
1
Aliyu, Shehu U. R.
1
Amanjot Singh
1
Anderson, Jackson
1
Anderson, Randy I.
1
Auer, Benjamin R.
1
Bahloul, Slah
1
Bahrami, Afsaneh
1
Banerjee, Ameet Kumar
1
Baykut, Ender
1
Bhattacharyya, Malay
1
Bouteska, Ahmed
1
Brooks, Robert
1
Chang, Chia-Chien
1
Changqing, Luo
1
Chen, Chih-Nan
1
Chi, Xie
1
Chong, Lee Lee
1
Cong, Yu
1
Dadashzadeh-Rishekani, Parinaz
1
Darolles, Serge
1
Das, Debojyoti
1
Defrizal, Defrizal
1
Do, Hung Xuan
1
Fu, Jingxue
1
Gau, Ying-Feng
1
Guesmi, Khaled
1
Guirguis, Hany S.
1
Göncü, Ahmet
1
Günay, Samet
1
more ...
less ...
Published in...
All
Economic modelling
3
Applied economics
2
Finance research letters
2
International Journal of Financial Studies : open access journal
2
International review of economics & finance : IREF
2
Journal of emerging market finance
2
Review of quantitative finance and accounting
2
Applied financial economics
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
FAU discussion papers in economics
1
Finance : revue de l'Association Française de Finance
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics and finance
1
International journal of emerging markets
1
International review of financial analysis
1
Investment management and financial innovations
1
Iranian economic review : journal of University of Tehran
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of Economics and Financial Analysis
1
Journal of economics & business
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Journal of real estate research : JRER ; a publication of the American Real Estate Society
1
Journal of risk and financial management : JRFM
1
Malaysian journal of economic studies
1
Managing risk and decision making in times of economic distress
1
Metamorphosis : a journal of management research
1
Nankai business review international
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of applied business research
1
The journal of futures markets
1
The journal of risk finance : JRF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
West African journal of monetary and economic integration
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
2
Portfolio optimization on multivariate regime-switching garch model with normal tempered stable innovation
Peng, Cheng
;
Kim, Young Shin
;
Mittnik, Stefan
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
5
,
pp. 1-23
contribution is twofold. (i) We propose the
Markov
regime-switching
GARCH model with multivariate normal tempered stable innovation …
Persistent link: https://www.econbiz.de/10013273511
Saved in:
3
Investigating the effects of selected macroeconomic variables on Istanbul stock market return through applying
Markov
Regime
Switching
Model
Heidari, Hassan
;
Dadashzadeh-Rishekani, Parinaz
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 783-790
Persistent link: https://www.econbiz.de/10013531070
Saved in:
4
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
5
A sectoral stock investment strategy model in Indonesia Stock Exchange
Defrizal, Defrizal
;
Romli, Khomsahrial
;
Purnomo, Agus
; …
- In:
Journal of Asian finance, economics and business : JAFEB
8
(
2021
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10012692265
Saved in:
6
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
7
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
8
Multivariate regime switching model estimation and asset allocation
Zheng, Kai
;
Xu, Weidong
;
Zhang, Xili
- In:
Computational economics
61
(
2023
)
1
,
pp. 165-196
Persistent link: https://www.econbiz.de/10014228420
Saved in:
9
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
10
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->