//--> //--> //-->
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:"Chang, Kuang-Liang"
~person:"Marcellino, Massimiliano"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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
Statistische Verteilung
Theorie
Markov chain
13
Markov-Kette
13
Estimation
8
Schätzung
8
Theory
8
ARCH model
5
ARCH-Modell
5
Multivariate Verteilung
5
Multivariate distribution
5
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Frühindikator
3
Kapitaleinkommen
3
Leading indicator
3
Markov-switching
3
Statistical distribution
3
VAR model
3
VAR-Modell
3
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Börsenkurs
2
Euro area
2
Eurozone
2
Exchange rate
2
Forecasting
2
Immobilienfonds
2
Konjunktur
2
Markov switching
2
Markov-switching copula
2
Mixture copula
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Chang, Kuang-Liang
Marcellino, Massimiliano
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Casarin, Roberto
5
Goyal, Vineet
5
Guérin, Pierre
5
Li, Yong
5
Lunday, Brian J.
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Houtum, Geert-Jan van
4
Kang, Kyu Ho
4
Lesage, James P.
4
Maheu, John M.
4
Shi, Yanlin
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Arts, Joachim
3
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Bladt, Mogens
3
Boute, Robert N.
3
Buchholz, Peter
3
Cavazos-Cadena, Rolando
3
Chen, Cathy W. S.
3
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
2
The North American journal of economics and finance : a journal of financial economics studies
2
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
3
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
4
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
5
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
6
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
7
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
8
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
9
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->