//--> //--> //--> //-->
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 letters"
~isPartOf:"Computational economics"
~isPartOf:"Journal of mathematical economics"
~subject:"Volatility"
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:"Markov-Kette"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Markov chain
101
Markov-Kette
101
Theorie
38
Theory
38
Estimation
20
Schätzung
20
Volatilität
16
Stochastic process
15
Stochastischer Prozess
15
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Time series analysis
12
Zeitreihenanalyse
12
Bayes-Statistik
11
Bayesian inference
11
ARCH model
8
ARCH-Modell
8
Capital income
8
Credit risk
8
Kapitaleinkommen
8
Kreditrisiko
8
Option pricing theory
8
Optionspreistheorie
8
Estimation theory
7
Forecasting model
7
Prognoseverfahren
7
Schätztheorie
7
Börsenkurs
6
Game theory
6
Share price
6
Spieltheorie
6
VAR model
6
VAR-Modell
6
Business cycle
5
Konjunktur
5
Markov switching
5
Portfolio selection
5
Portfolio-Management
5
Simulation
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Chevallier, Julien
2
Ma, Feng
2
Asai, Manabu
1
Azhar Mohamad
1
Caputo, Rodrigo
1
Ceffer, Attila
1
Chen, Zhong-Tian
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Gatumel, Mathieu
1
Goutte, Stéphane
1
He, Xin-Jiang
1
Ielpo, Florian
1
Inani, Sarveshwar Kumar
1
Kim, Young Min
1
Lee, Seojin
1
Levendovszky, János
1
Li, Ming-yuan Leon
1
Li, Pan
1
Li, Tao
1
Li, Yong
1
Liang, Rubing
1
Lin, Hsiou-wei William
1
Lin, Sha
1
Liu, Jinshan
1
Liu, Li
1
Liu, Zhichao
1
Lu, Jiejun
1
Lu, Xinjie
1
McAleer, Michael
1
Mozumder, Sharif
1
Ordóñez, Félix
1
Sipos, I. Róbert
1
Siu, Tak Kuen
1
Wei, Yu
1
Wong, Heung
1
Xia, Qiang
1
Yap, Grace Lee Ching
1
Zhang, Jin-Yu
1
more ...
less ...
Published in...
All
Applied economics letters
Computational economics
Journal of mathematical economics
Energy economics
33
Economic modelling
21
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
16
Journal of empirical finance
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International review of financial analysis
11
Quantitative finance
11
International review of economics & finance : IREF
10
Review of quantitative finance and accounting
10
Economics letters
9
International journal of theoretical and applied finance
9
Journal of mathematical finance
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of banking & finance
8
Journal of economic dynamics & control
8
Journal of forecasting
8
The European journal of finance
8
Econometric reviews
7
International journal of finance & economics : IJFE
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Journal of risk and financial management : JRFM
6
Applied financial economics
5
Applied mathematical finance
5
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics working paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of financial engineering
5
Research in international business and finance
5
SFB 649 discussion paper
5
The journal of futures markets
5
Annals of finance
4
Econometrics : open access journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
6
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
7
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
8
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
9
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
10
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->