//--> //--> //-->
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
~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Woźniak, Tomasz"
~subject:"Share price"
~subject:"VAR-Modell"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
VAR-Modell
Markov chain
16
Markov-Kette
16
Estimation
8
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienmarkt
5
Börsenkurs
5
Stock market
5
Volatility
5
Volatilität
5
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Geldpolitik
3
Kapitaleinkommen
3
Markov switching
3
Monetary policy
3
Theorie
3
Theory
3
VAR model
3
Welt
3
World
3
Bayesian estimation
2
Causality analysis
2
Financial market
2
Finanzmarkt
2
Forecasting
2
Geldmenge
2
Geopolitical risks
2
more ...
less ...
Online availability
All
Undetermined
Free
13
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Gupta, Rangan
Woźniak, Tomasz
Ma, Feng
4
Balcilar, Mehmet
3
Cavicchioli, Maddalena
3
Chkili, Walid
3
D'Amico, Guglielmo
3
Guérin, Pierre
3
Hou, Chenghan
3
Li, Leon
3
Marcellino, Massimiliano
3
Wang, Jiqian
3
Bao Hoang Nguyen
2
BenSaïda, Ahmed
2
Bianchi, Francesco
2
Blazsek, Szabolcs
2
Bognanni, Mark
2
Casarin, Roberto
2
Chang, Kuang-Liang
2
Chauvet, Marcelle
2
Chen, Pu
2
Damásio, Bruno
2
De Blasis, Riccardo
2
Demirer, Rıza
2
Donayre, Luiggi
2
Foroni, Claudia
2
Guidolin, Massimo
2
Hammoudeh, Shawkat
2
Ho, Kin-Yip
2
Hur, Joonyoung
2
Kim, Jan R.
2
Kirikkaleli, Dervis
2
Köberl, Eva Maria
2
Kömm, Holger
2
Lee, Hsiang-Tai
2
Li, Tao
2
Lien, Da-hsiang Donald
2
Lin, Shih-kuei
2
Lu, Xinjie
2
Lütkepohl, Helmut
2
Maheu, John M.
2
more ...
less ...
Published in...
All
Emerging markets review
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632469
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
5
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
6
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
7
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
8
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->