//--> //--> //-->
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:"Germany"
~person:"Chen, Cathy W. S."
~subject:"Monte Carlo simulation"
~subject:"USA"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Germany
Monte Carlo simulation
USA
Markov chain
12
Markov-Kette
12
Monte-Carlo-Simulation
9
ARCH model
7
ARCH-Modell
7
Risikomaß
7
Risk measure
7
Theorie
6
Theory
6
Bayes-Statistik
5
Bayesian inference
5
Forecasting model
5
Prognoseverfahren
5
Volatility
5
Volatilität
5
Statistical distribution
4
Statistische Verteilung
4
Asia
3
Asien
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Markov chain Monte Carlo method
3
Schätzung
3
VAR model
3
VAR-Modell
3
2008-2009
2
CAViaR model
2
Heteroscedasticity
2
Heteroskedastizität
2
expected shortfall
2
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bayesian MCMC methods
1
Bayesian hypothesis testing
1
Börsenkurs
1
CARE model
1
Einheitswurzeltest
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Chen, Cathy W. S.
Dijk, Herman K. van
23
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Piger, Jeremy Max
16
Chib, Siddhartha
15
Ciecka, James E.
15
Koopman, Siem Jan
13
Zhang, Xibin
13
Bos, Charles S.
12
Chauvet, Marcelle
12
Kohn, Robert
12
Koop, Gary
12
Martin, Gael M.
12
Omori, Yasuhiro
12
Skoog, Gary R.
12
Gerlach, Richard
10
Gupta, Rangan
10
Kim, Chang-jin
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Krolzig, Hans-Martin
9
Owyang, Michael T.
9
Paap, Richard
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Pamminger, Christoph
8
Robert, Christian P.
8
Shevchenko, Pavel V.
8
Bauwens, Luc
7
Bode, Eckhardt
7
Geweke, John
7
Kaufmann, Sylvia
7
King, Maxwell L.
7
more ...
less ...
Published in...
All
Journal of forecasting
2
Computational economics
1
Econometric Institute research papers
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
3
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
4
Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
Saved in:
5
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
6
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
7
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
8
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
9
Subset threshold autoregression
So, Mike Ka-pui
;
Chen, Cathy W. S.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->