//--> //--> //--> //-->
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"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
~subject:"Theory"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Option pricing theory
Theory
Markov chain
2,264
Markov-Kette
2,096
Theorie
1,001
Estimation
455
Schätzung
453
Stochastic process
367
Stochastischer Prozess
367
Volatility
358
Volatilität
357
Bayesian inference
241
Bayes-Statistik
240
Monte Carlo simulation
235
Monte-Carlo-Simulation
231
Forecasting model
211
Prognoseverfahren
211
Time series analysis
201
Zeitreihenanalyse
201
ARCH model
170
ARCH-Modell
170
Capital income
164
Börsenkurs
160
Share price
160
Mathematical programming
159
Mathematische Optimierung
159
Markov decision process
126
Decision
122
Entscheidung
122
Optionspreistheorie
119
Estimation theory
117
Schätztheorie
117
Portfolio selection
116
Game theory
115
Spieltheorie
115
Portfolio-Management
114
Business cycle
113
Dynamic programming
113
Stock market
113
more ...
less ...
Online availability
All
Undetermined
Free
1,182
Type of publication
All
Article
1,155
Book / Working Paper
59
Type of publication (narrower categories)
All
Article in journal
1,123
Aufsatz in Zeitschrift
1,123
Graue Literatur
31
Non-commercial literature
31
Arbeitspapier
30
Working Paper
30
Aufsatz im Buch
28
Book section
28
Conference paper
10
Konferenzbeitrag
10
Hochschulschrift
7
Aufsatzsammlung
5
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Lehrbuch
1
Sammlung
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
1,210
German
4
Author
All
Tsionas, Efthymios G.
12
Cui, Zhenyu
9
Elliott, Robert J.
9
Serletis, Apostolos
8
Siu, Tak Kuen
8
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Li, Lingfei
7
Nguyen, Duy
7
Xu, Libo
7
Casarin, Roberto
6
Cavicchioli, Maddalena
6
Chang, Kuang-Liang
6
Goyal, Vineet
5
Guérin, Pierre
5
He, Xin-Jiang
5
Lee, Hsiang-Tai
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Shi, Yanlin
5
Zhang, Gongqiu
5
Zhu, Song-Ping
5
Billio, Monica
4
Chen, Son-nan
4
Ching, Wai Ki
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Gupta, Rangan
4
Hainaut, Donatien
4
Houtum, Geert-Jan van
4
Kang, Kyu Ho
4
Lesage, James P.
4
Maheu, John M.
4
Wang, Chao
4
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
1
The University of Chicago. / Economics.
1
Published in...
All
European journal of operational research : EJOR
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Quantitative finance
28
International journal of production research
27
Operations research
26
Operations research letters
26
Insurance / Mathematics & economics
25
Journal of econometrics
25
Mathematics of operations research
25
Journal of economic dynamics & control
24
Computational economics
21
Finance research letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Economics letters
18
International journal of forecasting
16
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
Economic modelling
15
International journal of theoretical and applied finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Energy economics
14
International review of financial analysis
14
Journal of empirical finance
14
Operational research : an international journal
14
IMA journal of management mathematics
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
International review of economics & finance : IREF
10
Journal of forecasting
10
Econometric reviews
9
Finance and stochastics
9
International journal of production economics
9
Journal of banking & finance
9
Macroeconomic dynamics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Opsearch : journal of the Operational Research Society of India
8
Review of quantitative finance and accounting
8
SpringerLink / Bücher
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
more ...
less ...
Source
All
ECONIS (ZBW)
1,214
Showing
1
-
10
of
1,214
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
2
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:
3
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:
4
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
5
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
6
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
7
A data-driven optimization approach to plan smart waste collection operations
Morais, Carolina Soares de
;
Ramos, Tânia Rodrigues Pereira
- In:
International transactions in operational research : a …
31
(
2024
)
4
,
pp. 2178-2208
Persistent link: https://www.econbiz.de/10014511749
Saved in:
8
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:
9
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
10
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->