//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
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
Markov chain
119
Markov-Kette
119
Theorie
59
Theory
59
Estimation
36
Schätzung
36
Volatility
30
Volatilität
30
ARCH-Modell
22
Capital income
20
Kapitaleinkommen
20
Time series analysis
20
Zeitreihenanalyse
20
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
USA
15
United States
15
Börsenkurs
14
Share price
14
Bayes-Statistik
13
Bayesian inference
13
Forecasting model
13
Prognoseverfahren
13
Business cycle
12
Konjunktur
12
VAR model
11
VAR-Modell
11
Markov-switching
10
Stochastic process
10
Stochastischer Prozess
10
Aktienmarkt
9
Estimation theory
9
Markov switching
9
Schätztheorie
9
Stock market
9
Portfolio selection
8
Portfolio-Management
8
Risiko
8
Risk
8
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Dimitrakopoulos, Stefanos
2
Abedin, Mohammad Zoynul
1
Aragó Manzana, Vicent
1
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Bouteska, Ahmed
1
Caporale, Guglielmo Maria
1
Chourdakis, Kyriakos
1
Constantinou, Nick
1
Dey, Dipak
1
Dotsis, George
1
Díaz-Hernández, Adán
1
Floros, Christos
1
Gallo, Giampiero M.
1
Jalal, Amine
1
Koutmos, Dimitrios
1
Krämer, Walter
1
Langrock, Roland
1
Lee, Hsiang-Tai
1
Li, Leon
1
MacDonald, Iain L.
1
Maheu, John M.
1
Margaritis, Dimitris
1
Maruotti, Antonello
1
McCurdy, Thomas H.
1
Pan, Zhiyuan
1
Panagiōtidēs, Theodōros
1
Papapanagiotou, Georgios
1
Petrella, Lea
1
Rockinger, Michael
1
Rossi, Alessandro
1
Salvador, Enrique
1
Serletis, Apostolos
1
Sharif, Taimur
1
Sola, Martin
1
Spagnolo, Fabio
1
Spagnolo, Nicola
1
Stengos, Thanasēs
1
Wang, Peiming
1
Wang, Yudong
1
more ...
less ...
Published in...
All
Economics letters
Journal of empirical finance
Research in international business and finance
Energy economics
17
International journal of forecasting
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
Journal of econometrics
8
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
Applied economics letters
5
CORE discussion papers : DP
5
International Journal of Financial Studies : open access journal
5
International review of financial analysis
5
The European journal of finance
5
CESifo working papers
4
Econometric theory
4
Emerging markets review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
SFB 649 discussion paper
4
CREATES research paper
3
Computational economics
3
Department of Economics discussion paper series / University of Oxford
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
SSE EFI working paper series in economics and finance
3
The econometrics journal
3
The journal of futures markets
3
Working paper series / European Central Bank
3
Applied mathematical finance
2
Bulletin of economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
2
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
Saved in:
3
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
4
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
5
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:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
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:
9
Dynamic correlations and domestic-global diversification
Li, Leon
- In:
Research in international business and finance
39
(
2017
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->