//--> //--> //--> //-->
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:"SSE EFI working paper series in economics and finance"
~subject:"ARCH model"
~subject:"Time series analysis"
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 process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
Markov chain
71
Markov-Kette
71
Estimation
31
Schätzung
31
Theorie
24
Theory
24
Volatility
18
Volatilität
18
ARCH-Modell
14
Capital income
12
Kapitaleinkommen
12
Zeitreihenanalyse
12
Business cycle
8
Konjunktur
8
VAR model
8
VAR-Modell
8
China
7
Markov switching
7
Aktienmarkt
6
Börsenkurs
6
Share price
6
Stock market
6
Forecasting model
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
Welt
5
World
5
Game theory
4
Geldpolitik
4
Geldpolitische Transmission
4
Monetary policy
4
Monetary transmission
4
Schock
4
more ...
less ...
Online availability
All
Undetermined
14
Free
4
Type of publication
All
Article
18
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
22
Author
All
Meitz, Mika
2
Saikkonen, Pentti
2
Beruvides, Mario
1
Blazsek, Szabolcs
1
Carlo, Thiago Carlomagno
1
Cheng, Jen-chi
1
Chu, Guoqing
1
Cordero-Franco, Alvaro E.
1
Cremaschini, Alessandro
1
Damásio, Bruno
1
Ding, Jin
1
Enck, David
1
Gomes, Fábio A.
1
Ho, Han-Chiang
1
Hui, Eddie Chi Man
1
Hultblad, Brigitta
1
Lee, Hsiang-tai
1
Liu, Su-Ping
1
Lu, Xinjie
1
Luo, H. Arthur
1
Ma, Feng
1
Martellucci, Eliano
1
Maruotti, Antonello
1
Marçal, Emerson Fernandes
1
Melo, Lívia C. M.
1
Mendonça, Sandro
1
Osman, Mohamed
1
Pereira, Pedro L. Valls
1
Punzón, Antonio
1
Ren, Ying-hua
1
Rewat Khanthaporn
1
Roca, Eduardo
1
Rotta, Pedro Nielsen
1
Soave, Gian Paulo
1
Stanca, Luca M.
1
Su, Xianfang
1
Tercero-Gómez, Víctor G.
1
Teräsvirta, Timo
1
Vijverberg, Chu-ping C.
1
Vikkram Singh
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
2
Published in...
All
Applied economics
SSE EFI working paper series in economics and finance
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Energy economics
24
Economic modelling
23
Journal of forecasting
20
Economics letters
19
Discussion paper / Tinbergen Institute
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
13
Working papers
12
CESifo working papers
11
International review of economics & finance : IREF
11
Macroeconomic dynamics
10
Working paper
10
Applied economics letters
9
Computational economics
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric reviews
8
Econometric theory
8
Journal of applied econometrics
8
Journal of banking & finance
8
Finance research letters
7
International journal of finance & economics : IJFE
7
CORE discussion papers : DP
6
CREATES research paper
6
Econometric Institute research papers
6
International review of financial analysis
6
Quantitative finance
6
Research in international business and finance
6
The European journal of finance
6
CAMA working paper series
5
Econometrics : open access journal
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
5
International journal of economics and finance
5
Journal of risk and financial management : JRFM
5
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
4
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
5
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
6
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
Saved in:
7
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
8
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
9
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->