//--> //--> //--> //-->
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
subject:"Capital income"
~subject:"Portfolio-Management"
~subject:"United States"
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:"Markovsche Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Portfolio-Management
United States
Markov chain
7,437
Markov-Kette
7,437
Theorie
3,598
Theory
3,598
Estimation
1,342
Schätzung
1,340
Volatility
865
Volatilität
865
Stochastischer Prozess
861
Stochastic process
859
Monte-Carlo-Simulation
831
Monte Carlo simulation
830
Bayesian inference
823
Bayes-Statistik
820
Zeitreihenanalyse
767
Time series analysis
766
Forecasting model
588
Prognoseverfahren
588
USA
500
Business cycle
493
Konjunktur
492
ARCH model
419
ARCH-Modell
419
Kapitaleinkommen
412
Börsenkurs
409
Share price
408
Estimation theory
393
Schätztheorie
393
Game theory
350
Spieltheorie
350
Option pricing theory
328
Optionspreistheorie
328
VAR model
316
VAR-Modell
316
Portfolio selection
312
Mathematical programming
292
Mathematische Optimierung
292
more ...
less ...
Online availability
All
Free
306
Undetermined
300
Type of publication
All
Article
754
Book / Working Paper
352
Type of publication (narrower categories)
All
Article in journal
709
Aufsatz in Zeitschrift
709
Graue Literatur
252
Non-commercial literature
252
Arbeitspapier
231
Working Paper
231
Aufsatz im Buch
45
Book section
45
Hochschulschrift
35
Thesis
34
Collection of articles written by one author
14
Sammlung
14
Collection of articles of several authors
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Aufsatzsammlung
2
Conference paper
2
Forschungsbericht
2
Konferenzbeitrag
2
Elektronischer Datenträger
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Textbook
1
more ...
less ...
Language
All
English
1,096
German
4
French
4
Portuguese
1
Spanish
1
Author
All
Piger, Jeremy Max
16
Ciecka, James E.
15
Guidolin, Massimo
14
Elliott, Robert J.
13
Chauvet, Marcelle
12
Skoog, Gary R.
12
Gupta, Rangan
11
Kim, Chang-jin
10
Owyang, Michael T.
9
Lux, Thomas
8
Herbertsson, Alexander
7
Krolzig, Hans-Martin
7
Paap, Richard
7
Sass, Jörn
7
Acemoglu, Daron
6
Balcilar, Mehmet
6
Bielecki, Tomasz R.
6
Bode, Eckhardt
6
Bohl, Martin T.
6
Morley, James C.
6
Omori, Yasuhiro
6
Raggi, Davide
6
Robinson, James A.
6
Siu, Tak Kuen
6
Timmermann, Allan
6
Amisano, Gianni
5
Christou, Christina
5
Dijk, Herman K. van
5
Geweke, John
5
Gulen, Huseyin
5
Haas, Markus
5
Mamon, Rogemar S.
5
McCurdy, Thomas H.
5
Nelson, Charles R.
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Siklos, Pierre L.
5
Sola, Martin
5
Von Krueger, Kurt
5
Xing, Yuhang
5
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
7
European University Institute / Department of Law
3
National Bureau of Economic Research
3
Federal Reserve Bank of New York
2
Nationalekonomiska Institutionen <Lund>
2
Bonn Graduate School of Economics
1
Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Forschungsinstitut zur Zukunft der Arbeit
1
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
1
Rutgers University / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of British Columbia / Finance Division
1
University of California Los Angeles / Department of Economics
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
more ...
less ...
Published in...
All
Economic modelling
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
19
Applied economics
17
International review of financial analysis
17
European journal of operational research : EJOR
16
Journal of econometrics
15
Finance research letters
13
Working paper
13
Economics letters
12
Journal of economic dynamics & control
12
Insurance / Mathematics & economics
11
International journal of forecasting
11
International journal of theoretical and applied finance
11
Journal of applied econometrics
11
Journal of banking & finance
11
Quantitative finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Energy economics
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
Applied economics letters
8
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Tinbergen Institute
8
Journal of forensic economics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of legal economics
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of forecasting
6
Journal of money, credit and banking : JMCB
6
Research in international business and finance
6
EUI working paper / ECO
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,106
Showing
221
-
230
of
1,106
Sort
Relevance
Date (newest first)
Date (oldest first)
221
A multivariate Markov chain stock model
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 272-291
Persistent link: https://www.econbiz.de/10012262736
Saved in:
222
Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
223
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
224
Interactions between housing market and stock market in the United States : a Markov switching approach
Chiang, Ming-Chu
;
Sing, Tien-foo
;
Wang, Long
- In:
Journal of real estate research : JRER ; a publication …
42
(
2020
)
4
,
pp. 552-571
Persistent link: https://www.econbiz.de/10012414465
Saved in:
225
The role of English language proficiency on immigrants' health and economic integration in the USA
Niankara, Ibrahim
- In:
International journal of economics and business …
20
(
2020
)
3
,
pp. 255-287
Persistent link: https://www.econbiz.de/10012508562
Saved in:
226
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
227
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
228
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
229
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
230
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
First
Prev
19
20
21
22
23
24
25
26
27
28
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->