//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Emerging markets review"
~subject:"ARCH model"
~subject:"Discrete choice"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Discrete choice
Markov chain
88
Markov-Kette
88
Theorie
50
Theory
50
Time series analysis
21
Zeitreihenanalyse
21
Estimation
16
Schätzung
16
ARCH-Modell
14
Business cycle
12
Konjunktur
12
VAR model
12
VAR-Modell
12
USA
11
United States
11
Volatility
11
Volatilität
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Bayes-Statistik
7
Bayesian inference
7
Estimation theory
7
Schätztheorie
7
ARMA model
6
ARMA-Modell
6
Geldpolitik
6
Monetary policy
6
Business cycles
5
Forecasting model
5
Game theory
5
Markov chain Monte Carlo
5
Prognoseverfahren
5
Spieltheorie
5
Stochastic process
5
Stochastischer Prozess
5
Inflation
4
Markov-switching
4
Risiko
4
Risk
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Ajmi, Ahdi Noomen
2
Dimitrakopoulos, Stefanos
2
Meitz, Mika
2
Saikkonen, Pentti
2
Abramson, Ari
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Brunetti, Celso
1
Chaker, Aloui
1
Charfeddine, Lanouar
1
Cohen, Israel
1
Dey, Dipak
1
Fry, John
1
Gupta, Rangan
1
Koutmos, Dimitrios
1
Krämer, Walter
1
Liu, Ji-Chun
1
Mariano, Roberto S.
1
Masood, Omar
1
Nasr, Adnen Ben
1
Scotti, Chiara
1
Serletis, Apostolos
1
Sola, Martin
1
Spagnolo, Fabio
1
Spagnolo, Nicola
1
Srisuma, Sorawoot
1
Tan, Augustine H. H.
1
Van Eyden, Reneé
1
Walid, Chkili
1
Xu, Libo
1
more ...
less ...
Published in...
All
Econometric theory
Economics letters
Emerging markets review
Energy economics
17
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Applied economics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
International review of economics & finance : IREF
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
The European journal of finance
6
Applied economics letters
5
CESifo working papers
5
CORE discussion papers : DP
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
Department of Economics discussion paper series / University of Oxford
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
Research in international business and finance
4
SFB 649 discussion paper
4
CREATES research paper
3
Computational economics
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Operations research letters
3
Quantitative economics : QE ; journal of the Econometric Society
3
Quantitative marketing and economics : QME
3
SSE EFI working paper series in economics and finance
3
The econometrics journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
2
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
3
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
4
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
5
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:
6
Identification in discrete Markov decision models
Srisuma, Sorawoot
- In:
Econometric theory
31
(
2015
)
3
,
pp. 521-538
Persistent link: https://www.econbiz.de/10011290906
Saved in:
7
The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets review
16
(
2013
),
pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
Saved in:
8
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
9
Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili
;
Chaker, Aloui
;
Masood, Omar
;
Fry, John
- In:
Emerging markets review
12
(
2011
)
3
,
pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
Saved in:
10
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->