//--> //--> //--> //-->
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:"Volatility"
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
Markov-Switching Mean Reversio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätzung
131,034
Estimation
124,910
Theorie
36,744
Theory
35,969
USA
19,892
United States
18,888
Zins
18,790
Deutschland
17,912
Interest rate
17,496
Germany
15,731
Welt
13,744
World
13,121
Geldpolitik
9,999
Volatilität
9,891
Ostasien
9,884
Wirtschaftswachstum
9,715
Monetary policy
9,698
East Asia
9,326
Economic growth
9,324
Börsenkurs
9,310
Share price
9,113
Kapitaleinkommen
8,660
Capital income
8,631
EU-Staaten
7,927
Markov chain
7,872
Markov-Kette
7,578
EU countries
7,492
Wirkungsanalyse
7,404
Impact assessment
7,183
Prognoseverfahren
6,835
Forecasting model
6,668
Zeitreihenanalyse
6,443
Time series analysis
6,283
Panel
6,264
Schätztheorie
6,101
Panel study
6,052
Estimation theory
6,002
Kointegration
5,927
Großbritannien
5,891
more ...
less ...
Online availability
All
Free
3,451
Undetermined
3,110
Type of publication
All
Article
5,909
Book / Working Paper
3,777
Type of publication (narrower categories)
All
Article in journal
5,665
Aufsatz in Zeitschrift
5,665
Graue Literatur
1,973
Non-commercial literature
1,973
Working Paper
1,924
Arbeitspapier
1,911
Aufsatz im Buch
229
Book section
229
Hochschulschrift
177
Thesis
135
Collection of articles written by one author
45
Sammlung
45
Conference paper
33
Konferenzbeitrag
33
Collection of articles of several authors
19
Sammelwerk
19
Bibliografie enthalten
11
Bibliography included
11
Aufsatzsammlung
9
Forschungsbericht
9
Konferenzschrift
9
Systematic review
6
Übersichtsarbeit
6
Amtsdruckschrift
4
Government document
4
Reprint
4
Case study
3
Fallstudie
3
Article
2
Conference proceedings
2
Advisory report
1
Bibliografie
1
Gutachten
1
Lehrbuch
1
Rezension
1
Textbook
1
research-article
1
more ...
less ...
Language
All
English
9,542
German
112
Spanish
10
French
9
Undetermined
9
Italian
3
Portuguese
3
Norwegian
1
Romanian
1
more ...
less ...
Author
All
Gupta, Rangan
92
McAleer, Michael
91
Caporale, Guglielmo Maria
61
Pierdzioch, Christian
52
Bollerslev, Tim
44
Todorov, Viktor
35
Asai, Manabu
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
32
Hautsch, Nikolaus
32
Ma, Feng
32
Bouri, Elie
31
Gil-Alaña, Luis A.
28
Härdle, Wolfgang
28
Wohar, Mark E.
28
Koopman, Siem Jan
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Engle, Robert F.
25
Rodriguez, Gabriel
25
Spagnolo, Nicola
25
Buch, Claudia M.
24
Herwartz, Helmut
24
Chiarella, Carl
23
Lux, Thomas
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
22
Mumtaz, Haroon
22
Bali, Turan G.
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Tiwari, Aviral Kumar
20
Diebold, Francis X.
19
Gallo, Giampiero M.
19
Chan, Joshua
18
Cheung, Yin-Wong
18
Kang, Sang Hoon
18
Lettau, Martin
18
Mensi, Walid
18
more ...
less ...
Institution
All
National Bureau of Economic Research
104
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
4
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Asian Development Bank
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Deutsches Institut für Wirtschaftsforschung
1
Duale Hochschule Baden-Württemberg Stuttgart
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
more ...
less ...
Published in...
All
Energy economics
173
Finance research letters
143
Applied economics
138
Economic modelling
129
International review of economics & finance : IREF
126
International review of financial analysis
117
Journal of econometrics
114
The North American journal of economics and finance : a journal of financial economics studies
108
Working paper / National Bureau of Economic Research, Inc.
101
NBER working paper series
99
Journal of banking & finance
96
Journal of empirical finance
93
NBER Working Paper
93
Applied financial economics
91
Applied economics letters
84
Working paper
81
Research in international business and finance
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international money and finance
72
Journal of international financial markets, institutions & money
71
The journal of futures markets
71
Economics letters
68
Discussion paper / Tinbergen Institute
62
Journal of risk and financial management : JRFM
60
CESifo working papers
57
International journal of forecasting
55
Discussion paper / Centre for Economic Policy Research
54
International journal of finance & economics : IJFE
54
The European journal of finance
54
Quantitative finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International Journal of Energy Economics and Policy : IJEEP
43
Journal of financial economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Journal of economic dynamics & control
38
Journal of forecasting
36
Pacific-Basin finance journal
36
Econometric reviews
35
more ...
less ...
Source
All
ECONIS (ZBW)
9,659
EconStor
15
RePEc
8
BASE
2
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
9,686
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
2
An operational risk-based regime-switching model for stock prices
Kanamura, Takashi
- In:
The journal of operational risk
12
(
2017
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011848822
Saved in:
3
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
4
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
5
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
6
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Saved in:
7
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
Saved in:
8
Prognose von Zinsvolatilitäten mit Regime-Switching-Modellen : eine empirische Analyse des Euro-DM-Geldmarktes
Ahrens, Ralf
- In:
Kredit und Kapital
31
(
1998
)
3
,
pp. 370-399
Persistent link: https://www.econbiz.de/10001251552
Saved in:
9
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
10
Dynamic regime switching behaviour between cash and futures market : a case of interest rates in India
Panda, Pradiptarathi
;
Deo, Malabika
;
Chittine, Jyothi
- In:
Theoretical and applied economics : GAER review
24
(
2017
)
4
,
pp. 169-190
Persistent link: https://www.econbiz.de/10011795268
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...
//-->