//--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"ARCH model"
~subject:"Bond"
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:"Markovscher Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bond
Markov chain
39
Markov-Kette
39
Theorie
30
Theory
30
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
9
Portfolio-Management
9
Option pricing theory
8
Optionspreistheorie
8
Derivat
5
Derivative
5
ARCH-Modell
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Incomplete information
3
Unvollkommene Information
3
Anleihe
2
Börsenkurs
2
Capital income
2
Credit risk
2
Estimation theory
2
Hedging
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Kreditrisiko
2
Martingal
2
Martingale
2
Mathematical programming
2
Mathematische Optimierung
2
Probability theory
2
Regime switching
2
Schätztheorie
2
Share price
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Meitz, Mika
3
Saikkonen, Pentti
3
Borovkov, Konstantin
1
Jeantheau, Thierry
1
Klebaner, Fima C.
1
Landén, Camilla
1
Virag, Eleanor
1
more ...
less ...
Published in...
All
Finance and stochastics
Department of Economics discussion paper series / University of Oxford
Energy economics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Applied economics
12
International journal of forecasting
12
Journal of empirical finance
12
Economic modelling
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of econometrics
8
International review of economics & finance : IREF
7
Journal of forecasting
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
Applied economics letters
5
CORE discussion papers : DP
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
5
The European journal of finance
5
CESifo working papers
4
Econometric theory
4
Emerging markets review
4
International journal of theoretical and applied finance
4
Quantitative finance
4
SFB 649 discussion paper
4
The journal of futures markets
4
CREATES research paper
3
Computational economics
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
Review of quantitative finance and accounting
3
SSE EFI working paper series in economics and finance
3
The econometrics journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
Saved in:
2
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464399
Saved in:
3
Stability of nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464402
Saved in:
4
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Saved in:
5
Random step functions model for interest rates
Borovkov, Konstantin
;
Klebaner, Fima C.
;
Virag, Eleanor
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001724648
Saved in:
6
Bond pricing in a hidden Markov model of the short rate
Landén, Camilla
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->