//--> //--> //-->
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:"Almansour, Abdullah"
~person:"Rodrigues, Paulo Jorge Maurício"
~person:"Tachibana, Minoru"
~subject:"Kapitaleinkommen"
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:"Markov chain"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Capital income
5
Markov chain
5
Markov-Kette
5
Volatility
4
Volatilität
4
Aktienmarkt
3
Börsenkurs
3
Share price
3
Stock market
3
Aktienindex
2
Jump-diffusion models
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Verteilung
2
Multivariate distribution
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
Theorie
2
Theory
2
Analysis of variance
1
Backwardation
1
Bayes-Statistik
1
Bayesian inference
1
Bond market
1
Commodity derivative
1
Contango
1
Convenience yield
1
Deviance information criteria
1
Estimation
1
Flight-to-quality
1
Futures term structure
1
Gibbs sampling
1
Government bond market
1
Hamiltonian Monte Carlo
1
High-frequency returns
1
Individual stocks
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Almansour, Abdullah
Rodrigues, Paulo Jorge Maurício
Tachibana, Minoru
Chang, Kuang-Liang
3
Gupta, Rangan
3
Lee, Hsiang-Tai
3
Mandal, Anandadeep
3
Omori, Yasuhiro
3
Poshakwale, Sunil S.
3
Ahsan, Nazmul
2
Amanjot Singh
2
Bauwens, Luc
2
Caldeira, João F.
2
Chen, Cathy W. S.
2
Copeland, Laurence S.
2
D'Amico, Guglielmo
2
Dufour, Jean-Marie
2
Ho, Kin-Yip
2
Lin, Shih-kuei
2
López Herrera, Francisco
2
Maruotti, Antonello
2
Otranto, Edoardo
2
Prokopczuk, Marcel
2
Seeger, Norman
2
Shahzad, Syed Jawad Hussain
2
Shi, Yanlin
2
Shyu, So-De
2
Wang, Shixuan
2
Wese Simen, Chardin
2
Yamauchi, Yuta
2
Zeng, Songlin
2
Zheng, Yao
2
Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Acquah, Benjamin K.
1
Adeosun, Olumide Adeola
1
Adeosun, Opeoluwa Adeniyi
1
Agosto, Arianna
1
Ahmad, Wasim
1
Akkerman, Renzo
1
Alagidede, Imhotep Paul
1
more ...
less ...
Published in...
All
Energy economics
1
Financial markets and portfolio management
1
Journal of banking & finance
1
Journal of empirical finance
1
Research in international business and finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
2
Safe haven assets for international stock markets : a regime-switching factor copula approach
Tachibana, Minoru
- In:
Research in international business and finance
60
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013411126
Saved in:
3
Flight-to-quality in the stock-bond return relation : a regime-switching copula approach
Tachibana, Minoru
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 429-470
Persistent link: https://www.econbiz.de/10012309920
Saved in:
4
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
5
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->