//--> //--> //-->
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
accessRights:"restricted"
person:"Constant, Amelie"
~person:"Blazsek, Szabolcs"
~person:"Omori, Yasuhiro"
~subject:"Markov-Kette"
~type_genre:"Article in journal"
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_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Estimation
13
Schätzung
13
Markov chain
8
Forecasting model
5
Prognoseverfahren
5
ARCH model
4
ARCH-Modell
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Beta-t-EGARCH
3
Capital income
3
Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikomaß
3
Risk measure
3
dynamic conditional score
3
generalized autoregressive score
3
Aktienindex
2
Börsenkurs
2
Markov chain Monte Carlo
2
Markov regime-switching
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
density forecasts
2
2000
1
Air passenger transport
1
Airline
1
Backtesting
1
Bayes-Statistik
1
Bayesian inference
1
Beta--EGARCH
1
CAPM
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Constant, Amelie
Blazsek, Szabolcs
Omori, Yasuhiro
Serletis, Apostolos
8
Xu, Libo
7
Gupta, Rangan
6
Casarin, Roberto
5
Dimitrakopoulos, Stefanos
5
Balcilar, Mehmet
4
Billio, Monica
4
Chang, Kuang-Liang
4
Goutte, Stéphane
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Apergēs, Nikolaos
3
Bekiros, Stelios
3
Chauvet, Marcelle
3
Chevallier, Julien
3
Gerlach, Richard
3
Guidolin, Massimo
3
Guérin, Pierre
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
Soques, Daniel
3
Sornette, Didier
3
Wang, Chao
3
Zhang, Dayong
3
Ahmad, Wasim
2
Avdoulas, Christos
2
BenSaïda, Ahmed
2
Caldeira, João F.
2
Cavicchioli, Maddalena
2
more ...
less ...
Published in...
All
Applied economics
3
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
International journal of forecasting
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
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
Saved in:
8
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->