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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"Welt"
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Search: subject_exact:"Markovsche Kette"
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ARCH model
Welt
Markov chain
75
Markov-Kette
75
Estimation
34
Schätzung
34
Theorie
23
Theory
23
Time series analysis
20
Zeitreihenanalyse
20
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18
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18
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16
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16
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12
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9
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9
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Billio, Monica
3
Casarin, Roberto
3
Osuntuyi, Anthony
3
Klaassen, Franc
2
Raj, Baldev
2
Atukeren, Erdal
1
Baltagi, Badi H.
1
De Cian, Enrica
1
Fitzenberger, Bernd
1
Gabriel, Vasco J.
1
Goldman, Elena
1
Hamilton, James D.
1
Korkmaz, Turhan
1
Kourtellos, Andros
1
Mistry, Malcolm
1
Sangduan, Pataaree
1
Stylianou, Ioanna
1
Tan, Chih Ming
1
Valcarcel, Victor J.
1
Çekin, Semih Emre
1
Çevik, Emrah İsmail
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working papers
Energy economics
27
Applied economics
15
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Economic modelling
12
Journal of empirical finance
12
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Journal of econometrics
9
Applied economics letters
8
Economics letters
8
International review of financial analysis
8
Finance research letters
7
Research in international business and finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
CESifo working papers
5
CORE discussion papers : DP
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International Journal of Financial Studies : open access journal
5
International journal of finance & economics : IJFE
5
The European journal of finance
5
The journal of futures markets
5
Working paper series / European Central Bank
5
Computational economics
4
Department of Economics working paper series
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Econometric theory
4
Emerging markets review
4
International journal of economics and finance
4
Journal of banking & finance
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
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Tinbergen Institute
3
International Journal of Energy Economics and Policy : IJEEP
3
Journal of economic dynamics & control
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ECONIS (ZBW)
12
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1
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:
2
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:
3
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
4
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
5
Robust multiple regimes in growth volatility
Kourtellos, Andros
;
Stylianou, Ioanna
;
Tan, Chih Ming
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011288649
Saved in:
6
Nonlinearity and nonstationarity in international art market prices : evidence from Markov-switching ADF unit root tests
Çevik, Emrah İsmail
;
Atukeren, Erdal
;
Korkmaz, Turhan
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 675-695
Persistent link: https://www.econbiz.de/10010188074
Saved in:
7
Assessing fiscal sustainability subject to policy changes : a Markov switching cointegration approach
Gabriel, Vasco J.
;
Sangduan, Pataaree
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
2
,
pp. 371-385
Persistent link: https://www.econbiz.de/10009305734
Saved in:
8
Testing efficiency of the ruble-sterling foreign-exchange market under the gold standard
Goldman, Elena
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003333492
Saved in:
9
New directions in business cycle research and financial analysis
Hamilton, James D.
;
Raj, Baldev
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 149-162
Persistent link: https://www.econbiz.de/10001655266
Saved in:
10
Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
Saved in:
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