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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Bekiros, Stelios"
~person:"Blazsek, Szabolcs"
~person:"Omori, Yasuhiro"
~subject:"Markov-Kette"
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Markov-Kette
Estimation
32
Schätzung
32
Markov chain
12
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Prognoseverfahren
10
Theorie
10
Theory
10
Volatility
10
Volatilität
10
Börsenkurs
9
Share price
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Aktienmarkt
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ARCH-Modell
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Deutschland
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Germany
6
Statistical distribution
4
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4
Time series analysis
4
Zeitreihenanalyse
4
Arbeitsmigranten
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Beta-t-EGARCH
3
Einwanderung
3
Euro area
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Eurozone
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Geldpolitik
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Migranten
3
Migrants
3
Monetary policy
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtlineare Regression
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Nonlinear regression
3
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English
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Constant, Amelie
Bekiros, Stelios
Blazsek, Szabolcs
Omori, Yasuhiro
Serletis, Apostolos
8
Xu, Libo
7
Casarin, Roberto
6
Gupta, Rangan
6
Dimitrakopoulos, Stefanos
5
Guérin, Pierre
5
Balcilar, Mehmet
4
Billio, Monica
4
Chang, Kuang-Liang
4
Chauvet, Marcelle
4
Goutte, Stéphane
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Marcellino, Massimiliano
4
Apergēs, Nikolaos
3
Chevallier, Julien
3
Foroni, Claudia
3
Gerlach, Richard
3
Gil-Alaña, Luis A.
3
Guidolin, Massimo
3
Hou, Chenghan
3
Ji, Qiang
3
Lee, Chien-chiang
3
Leiva-Leon, Danilo
3
Lesage, James P.
3
Li, Leon
3
Lin, Shih-kuei
3
Nicolau, João
3
Pedio, Manuela
3
Sehgal, Sanjay
3
Shi, Yanlin
3
Sornette, Didier
3
Wang, Chao
3
Zhang, Dayong
3
Ahmad, Wasim
2
Avdoulas, Christos
2
BenSaïda, Ahmed
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Applied economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Discussion paper / Centre for Economic Policy Research
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
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ECONIS (ZBW)
12
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
3
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
4
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
5
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
6
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
7
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
8
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
9
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
Saved in:
10
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
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