//--> //--> //--> //-->
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
isPartOf:"Applied economics"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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
ARCH model
Markov chain
98
Markov-Kette
98
Theorie
39
Theory
39
Estimation
31
Schätzung
31
Volatility
15
Volatilität
15
Queueing theory
13
Warteschlangentheorie
13
Capital income
12
Kapitaleinkommen
12
Markov decision process
12
ARCH-Modell
11
Decision
11
Entscheidung
11
Mathematical programming
11
Mathematische Optimierung
11
Time series analysis
10
Zeitreihenanalyse
10
Stochastic process
9
Stochastischer Prozess
9
Business cycle
8
Konjunktur
8
China
7
Dynamic programming
7
Dynamische Optimierung
7
Markov switching
7
VAR model
7
VAR-Modell
7
Aktienmarkt
6
Börsenkurs
6
Markov decision processes
6
Scheduling problem
6
Scheduling-Verfahren
6
Share price
6
Stock market
6
Forecasting model
5
Operations Research
5
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Language
All
English
11
Author
All
Blazsek, Szabolcs
1
Cheng, Jen-chi
1
Chu, Guoqing
1
Cremaschini, Alessandro
1
Ding, Jin
1
Ho, Han-Chiang
1
Hui, Eddie Chi Man
1
Lee, Hsiang-tai
1
Liu, Su-Ping
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Ren, Ying-hua
1
Rewat Khanthaporn
1
Roca, Eduardo
1
Rotta, Pedro Nielsen
1
Su, Xianfang
1
Vijverberg, Chu-ping C.
1
Vikkram Singh
1
Wang, Donghua
1
Wichitaksorn, Nuttanan
1
Wirjanto, Tony S.
1
Xu, Dinghai
1
Yang, Ke
1
Yoder, Jonathan K.
1
You, Wan-hai
1
Zhang, Yaojie
1
Zheng, Xian
1
Zhu, Huiming
1
more ...
less ...
Published in...
All
Applied economics
Computers & operations research : and their applications to problems of world concern ; an international journal
Energy economics
17
International journal of forecasting
12
Journal of empirical finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
Journal of econometrics
8
International review of economics & finance : IREF
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Applied economics letters
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
The European journal of finance
5
Econometric theory
4
Emerging markets review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
Research in international business and finance
4
Computational economics
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
The econometrics journal
3
The journal of futures markets
3
Applied mathematical finance
2
Bulletin of economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Finance a úvěr
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of emerging markets
2
International journal of financial engineering and risk management
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Journal of economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
2
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
3
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
4
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
5
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
6
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:
7
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
8
Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
9
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
10
The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->