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accessRights:"restricted"
~subject:"Estimation"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"Markov chain"
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Estimation
Markov chain
1,978
Markov-Kette
1,963
Theorie
951
Theory
951
Schätzung
423
Volatility
351
Volatilität
351
Stochastic process
350
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350
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227
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226
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217
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217
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190
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190
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190
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169
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130
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Estimation theory
111
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107
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Serletis, Apostolos
8
Xu, Libo
7
Gupta, Rangan
6
Blazsek, Szabolcs
5
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
Omori, Yasuhiro
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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Applied economics
19
Journal of econometrics
18
Energy economics
17
International review of financial analysis
14
Journal of economic dynamics & control
14
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13
Applied economics letters
10
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance research letters
10
International journal of forecasting
10
Macroeconomic dynamics
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
Journal of banking & finance
7
Journal of empirical finance
7
Quantitative finance
7
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The European journal of finance
6
International journal of economics and finance
5
Review of quantitative finance and accounting
5
Econometric reviews
4
European journal of operational research : EJOR
4
International journal of emerging markets
4
Computational economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Global finance journal
3
Journal of financial econometrics
3
Journal of forecasting
3
Regional science & urban economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Bulletin of economic research
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Economics : the open-access, open-assessment journal
2
European economic review : EER
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ECONIS (ZBW)
425
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1
Regime-switching effect of COVID-19 pandemic on stock market index : evidence from Turkey as an emerging market example
Kartal, Mustafa Tevfik
;
Ayhan, Fatih
;
Kirikkaleli, Dervis
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 189-206
Persistent link: https://www.econbiz.de/10014511855
Saved in:
2
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
3
Housing price cycle interdependencies and comovement : a Markov-Switching approach
Cohen, Jeffrey
;
Coughlin, Cletus Charles
;
Soques, Daniel
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10014582197
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
Do human capital and institutional quality contribute to Brazil's long term real convergence/divergence process? : a Markov regime-switching autoregressive approach
Doré, Natalia Izelli
;
Teixeira, Aurora Amélia Castro
- In:
Journal of institutional economics
20
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014519859
Saved in:
8
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
9
A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
Saved in:
10
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
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