//--> //--> //--> //-->
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
~type:"article"
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
Estimation
56,994
Schätzung
56,952
Theorie
16,638
Theory
16,628
USA
9,572
United States
9,495
Zins
9,267
Interest rate
8,590
Volatility
5,819
Welt
5,819
Volatilität
5,814
World
5,797
Wirtschaftswachstum
5,309
Capital income
5,306
Kapitaleinkommen
5,306
Economic growth
5,277
Börsenkurs
5,261
Share price
5,258
Deutschland
5,036
Markov chain
4,864
Germany
4,723
Ostasien
4,663
Markov-Kette
4,652
East Asia
4,473
Cointegration
4,145
Kointegration
4,136
Geldpolitik
4,118
Monetary policy
4,112
Panel
3,707
Panel study
3,686
Prognoseverfahren
3,566
Forecasting model
3,563
Time series analysis
3,520
Zeitreihenanalyse
3,519
Stock market
3,516
Aktienmarkt
3,510
EU-Staaten
3,280
EU countries
3,268
Exchange rate
3,148
Wechselkurs
3,132
more ...
less ...
Online availability
All
Undetermined
23,127
Free
6,489
Type of publication
All
Article
Book / Working Paper
91,283
Journal
111
Other
45
Type of publication (narrower categories)
All
Article in journal
64,490
Aufsatz in Zeitschrift
64,490
Aufsatz im Buch
7,536
Book section
7,536
Conference paper
482
Konferenzbeitrag
482
Article
292
Systematic review
104
Übersichtsarbeit
104
Rezension
82
Case study
58
Fallstudie
58
Reprint
58
Collection of articles of several authors
42
Sammelwerk
42
Book Part
32
Conference proceedings
25
Konferenzschrift
25
Elektronischer Datenträger
16
Statistik
16
Bibliografie enthalten
15
Bibliography included
15
Statistics
15
Book review
11
Mehrbändiges Werk
10
Multi-volume publication
10
Congress Report
5
Country report
3
Festschrift
3
Interview
3
Länderbericht
3
Market information
3
Marktinformation
3
Nachruf
2
Rangliste
2
Ranking
2
Abstract
1
Bibliografie
1
Bibliography
1
Fallstudiensammlung
1
more ...
less ...
Language
All
English
69,295
German
2,238
Undetermined
2,031
French
690
Spanish
395
Italian
293
Portuguese
82
Polish
48
Russian
40
Dutch
27
Hungarian
23
Croatian
22
Czech
20
Norwegian
11
Serbian
6
Swedish
6
Slovak
5
Danish
4
Romanian
4
Slovenian
3
Bulgarian
2
Lithuanian
2
Turkish
2
Afrikaans
1
Arabic
1
Bosnian
1
Finnish
1
Korean
1
more ...
less ...
Author
All
Gupta, Rangan
194
Bahmani-Oskooee, Mohsen
166
Gil-Alaña, Luis A.
149
Chang, Tsangyao
108
Caporale, Guglielmo Maria
106
Tiwari, Aviral Kumar
97
Belke, Ansgar
92
Wohar, Mark E.
87
Apergēs, Nikolaos
85
Narayan, Paresh Kumar
83
Hsing, Yu
77
Cebula, Richard J.
68
Lee, Chien-chiang
67
Wagner, Joachim
67
Tsionas, Efthymios G.
64
Zaremba, Adam
64
Kumbhakar, Subal
62
Su, Chi-Wei
61
Pierdzioch, Christian
59
Shahbaz, Muhammad
57
Holmes, Mark J.
56
Serletis, Apostolos
56
Egger, Peter
54
Herwartz, Helmut
54
Payne, James E.
53
McAleer, Michael
52
Moosa, Imad A.
52
Hammoudeh, Shawkat
51
Balcilar, Mehmet
50
MacDonald, Ronald
50
McMillan, David G.
49
Xuan Vinh Vo
46
Baharumshah, Ahmad Zubaidi
45
Hamori, Shigeyuki
45
Kutan, Ali Mustafa
44
Brooks, Robert
43
Nunnenkamp, Peter
43
Schneider, Friedrich
43
Smyth, Russell
43
Kimura, Fukunari
42
more ...
less ...
Institution
All
USDA, FS
12
Reserve Bank of Australia
10
USDA, ARS
8
USDA, ERS
6
Princeton University Press
4
Palgrave Macmillan
3
Federal Reserve Bank <New York, NY>
2
Felten-und-Guilleaume-Carlswerk
2
Twelfth International Conference "ASEAN and East Asia in International Relations", Manila, Dec. 7-11, 1982
2
20th Congress of the CPSU
1
Banca d'Italia
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Banque de France / Direction des Analyses et Statistiques Monétaires
1
Conference on Employment and Development <2015, Bonn>
1
Deutsches Institut für Wirtschaftsforschung / Arbeitskreis Konjunktur
1
ESCAP
1
Federal Reserve Bank <San Francisco, Calif.>
1
Han gug eun haeng
1
Hongkong / Monetary Authority
1
INFER, International Network for Economic Research
1
Institute of Pacific Relations
1
Institutions and National Competitivness II <2009, Seoul, Korea>
1
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
International Study Group on Exports and Productivity
1
Kamerun / Ministère des Finances
1
Naučnoe Soveščanie geografov Sibiri i Dal'nego Vostoka
1
Nihon Ginkō
1
Observatoire Français des Conjonctures Economiques / Département Analyse et Prévision
1
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
1
Oesterreichische Nationalbank / Auslands-Analyse-Abteilung
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Externe Unternehmensrechnung
1
Seminar on the Caribbean Experience with Interest Rate Management <1988>
1
South African Reserve Bank
1
Symposium on Family and Religion in East Asian Countries, Tokyo, June 18-20, 1971
1
Symposium on the Economies of the Pacific Rim <1996, Washington, DC>
1
USDA, APHIS
1
USDA, GIPSA
1
United Nations Economic Commission for Asia
1
University of Toronto
1
Weltbankgruppe
1
more ...
less ...
Published in...
All
Applied economics
1,904
Applied economics letters
1,264
Economic modelling
973
Economics letters
838
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
773
Journal of banking & finance
596
Journal of international money and finance
567
International review of economics & finance : IREF
561
Journal of econometrics
560
Energy economics
532
Applied financial economics
516
Finance research letters
498
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
433
International review of financial analysis
393
Journal of applied econometrics
386
Journal of macroeconomics
376
The North American journal of economics and finance : a journal of financial economics studies
361
Journal of economic dynamics & control
353
Journal of money, credit and banking : JMCB
344
The American economic review
344
The empirical economics letters : a monthly international journal of economics
330
The review of economics and statistics
330
European economic review : EER
321
Labour economics : official journal of the European Association of Labour Economists
308
International journal of finance & economics : IJFE
305
European journal of operational research : EJOR
303
Journal of monetary economics
303
International journal of economics and finance
297
Journal of empirical finance
296
International journal of economics and financial issues : IJEFI
288
Journal of financial economics
288
Journal of international financial markets, institutions & money
287
The journal of finance : the journal of the American Finance Association
276
Research in international business and finance
257
Journal of international economics
255
Economics of education review
254
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
254
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
236
The European journal of finance
236
The journal of futures markets
235
more ...
less ...
Source
All
ECONIS (ZBW)
73,694
RePEc
1,136
EconStor
324
BASE
52
OLC EcoSci
25
USB Cologne (business full texts)
5
Other ZBW resources
3
more ...
less ...
Showing
1
-
10
of
75,239
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Saved in:
2
The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mili, Mehdi
- In:
Research in international business and finance
48
(
2019
),
pp. 187-200
Persistent link: https://www.econbiz.de/10012135869
Saved in:
3
Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei
;
Tsai, Shu-Yu
;
Shyu, So-De
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
Saved in:
4
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
5
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
6
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:
7
Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory
;
Philippatos, George C.
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
Saved in:
8
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
9
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:
10
Structural change and long-run reversion in the ex ante real interest rate
Lai, Kon-sun
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1281-1286
Persistent link: https://www.econbiz.de/10011380146
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...
//-->