//--> //--> //--> //-->
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:"Markov chain"
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
Buy-and hold property for full...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Volatility
41,047
Volatilität
40,778
Theorie
27,382
Theory
26,763
Stochastischer Prozess
17,272
Stochastic process
16,826
Optionspreistheorie
14,838
Option pricing theory
14,377
Schätzung
10,864
Estimation
10,629
Börsenkurs
10,306
Share price
10,144
Kapitaleinkommen
7,772
Capital income
7,740
Markov-Kette
7,602
ARCH-Modell
6,840
ARCH model
6,764
Aktienmarkt
6,207
Stock market
6,143
Unvollkommener Markt
5,993
USA
5,968
United States
5,788
Incomplete market
5,761
Welt
5,341
World
5,240
Wechselkurs
4,937
Exchange rate
4,837
Prognoseverfahren
4,806
Zeitreihenanalyse
4,763
Forecasting model
4,733
Portfolio-Management
4,665
Time series analysis
4,641
Portfolio selection
4,634
Risk
4,083
Risiko
4,053
Finanzmarkt
3,900
Financial market
3,804
Derivat
3,498
Derivative
3,487
more ...
less ...
Online availability
All
Free
2,545
Undetermined
2,336
Type of publication
All
Article
4,933
Book / Working Paper
2,961
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,428
Aufsatz in Zeitschrift
4,428
Graue Literatur
1,662
Non-commercial literature
1,662
Working Paper
1,630
Arbeitspapier
1,606
Aufsatz im Buch
286
Book section
286
Hochschulschrift
157
Thesis
131
Conference paper
36
Konferenzbeitrag
36
Collection of articles written by one author
35
Sammlung
35
Amtsdruckschrift
25
Government document
25
Collection of articles of several authors
20
Sammelwerk
20
Article
17
Forschungsbericht
14
Aufsatzsammlung
13
Konferenzschrift
10
Systematic review
10
Übersichtsarbeit
10
Lehrbuch
9
Textbook
9
Bibliografie enthalten
7
Bibliography included
7
Mehrbändiges Werk
6
Multi-volume publication
6
Case study
4
Fallstudie
4
Handbook
3
Handbuch
3
Elektronischer Datenträger
2
Festschrift
2
Reprint
2
Rezension
2
research-article
2
review-article
2
more ...
less ...
Language
All
English
7,544
Undetermined
241
German
62
French
27
Spanish
7
Polish
6
Portuguese
3
Croatian
2
Italian
1
Dutch
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
Elliott, Robert J.
49
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
29
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Sola, Martin
24
Kaufmann, Sylvia
23
Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
D'Amico, Guglielmo
20
Doraszelski, Ulrich
20
Frühwirth-Schnatter, Sylvia
20
Paap, Richard
20
Ravazzolo, Francesco
20
Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Josephson, Jens
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
more ...
less ...
Institution
All
National Bureau of Economic Research
28
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
10
HAL
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
European University Institute / Department of Law
4
Springer Fachmedien Wiesbaden
4
Christian-Albrechts-Universität zu Kiel
3
Department of Economics, University of California-San Diego (UCSD)
3
European Association of Agricultural Economists - EAAE
3
European University Institute / Department of Economics
3
Society for Computational Economics - SCE
3
University of British Columbia / Finance Division
3
University of Melbourne / Department of Economics
3
University of Reading / Department of Economics
3
University of Strathclyde / Department of Economics
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
2
Department of Economics, Oxford University
2
Department of Economics, Rutgers University-New Brunswick
2
Département d'Économique, Université Laval
2
Federal Reserve Bank of Atlanta
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institute for the Study of Labor (IZA)
2
Instituto Valenciano de Investigaciones Económicas
2
Land Economy and Environment Group, Scotland's Rural College
2
London School of Economics and Political Science
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
School of Economics and Finance, Queen Mary
2
School of Economics and Management, University of Aarhus
2
Social Systems Research Institute
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
214
Journal of econometrics
120
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
74
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
71
Economics letters
69
International journal of theoretical and applied finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Working paper
56
Energy economics
55
Applied economics
52
International journal of production economics
51
Computational economics
46
Computers & operations research : and their applications to problems of world concern ; an international journal
46
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
Macroeconomic dynamics
34
International review of financial analysis
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Journal of banking & finance
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
more ...
less ...
Source
All
ECONIS (ZBW)
7,580
RePEc
266
EconStor
42
Other ZBW resources
5
BASE
2
Showing
1
-
10
of
7,895
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
2
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
3
Option pricing and hedging under a stochastic
volatility
Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
4
Pricing and hedging in stochastic
volatility
regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
5
A common jump factor stochastic
volatility
model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
6
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
7
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
8
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
9
Option pricing with Markov switching stochastic
volatility
models
Cheng, Yiying
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 53-63
Persistent link: https://www.econbiz.de/10012601380
Saved in:
10
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->