//--> //--> //-->
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:"Journal of empirical finance"
~person:"Chourdakis, Kyriakos"
~subject:"Stock market"
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
Stock market
Markov chain
2
Markov-Kette
2
Risikoprämie
2
Risk premium
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Estimation
1
Estimation theory
1
European call prices
1
Integrated volatility
1
Markov chain approximation
1
Markov regime switching model
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Non-affine volatility
1
Occupation time
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risk
1
Risk neutral transition probabilities
1
Schätztheorie
1
Schätzung
1
Stock market regime shifts
1
Volatility
1
Volatility risk premium
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chourdakis, Kyriakos
Wang, Peiming
2
Aloui, Chaker
1
Azali, Mohamed
1
Bec, Frédérique
1
Chen, Shyh-wei
1
Chevallier, Julien
1
Dendramis, Yiannis
1
Fonseca, José da
1
Goutte, Stéphane
1
Habibullah, Muzafar Shah
1
Jammazi, Rania
1
Margaritis, Dimitris
1
Pollastri, Alessandro
1
Roca, Eduardo
1
Rodrigues, Paulo Jorge Maurício
1
Schlag, Christian
1
Seeger, Norman
1
Shahbaz, Muhammand
1
Shahzad, Syed Jawad Hussain
1
Shen, Chung-hua
1
Tzavalis, Elias
1
Vikkram Singh
1
Wan Azman Saini Wan Ngah
1
Xinyi, Liu
1
Zare, Roohollah
1
Zeng, Songlin
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->