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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"Schätzung"
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Search: subject_exact:"Markovsche Kette"
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ARCH model
Schätzung
Markov chain
75
Markov-Kette
75
Estimation
34
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23
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23
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20
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Billio, Monica
4
Casarin, Roberto
4
Osuntuyi, Anthony
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Gallo, Giampiero M.
2
Klaassen, Franc
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Otranto, Edoardo
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Raj, Baldev
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Baltagi, Badi H.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working papers
Applied economics
36
Economic modelling
35
Journal of econometrics
31
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of empirical finance
22
Working paper
20
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics letters
18
Economics letters
18
International review of financial analysis
18
Journal of economic dynamics & control
15
Macroeconomic dynamics
15
Journal of applied econometrics
14
International review of economics & finance : IREF
13
Journal of banking & finance
13
Discussion paper / Tinbergen Institute
12
International journal of finance & economics : IJFE
12
Journal of forecasting
12
The European journal of finance
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
CESifo working papers
10
Econometric reviews
10
Finance research letters
10
Quantitative finance
10
Research in international business and finance
9
SFB 649 discussion paper
9
Journal of macroeconomics
8
Journal of risk and financial management : JRFM
8
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
European journal of operational research : EJOR
7
International journal of economics and finance
7
Working paper series / European Central Bank
7
Cogent economics & finance
6
Department of Economics working paper series
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ECONIS (ZBW)
38
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1
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
4
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
5
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
Saved in:
6
Markov switching in exchange rate models : will more regimes help?
Stillwagon, Josh
;
Sullivan, Peter
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 413-436
Persistent link: https://www.econbiz.de/10012253229
Saved in:
7
Business cycle patterns in European regions
Gómez-Loscos, Ana
;
Gadea, María Dolores
;
Bandrés, Eduardo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2639-2661
Persistent link: https://www.econbiz.de/10012491257
Saved in:
8
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
9
Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339319
Saved in:
10
Evidence about asymmetric price transmission in the main European fuel markets : from TAR-ECM to Markov-switching approach
Martín-Moreno, José María
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1383-1412
Persistent link: https://www.econbiz.de/10012052197
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