//--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Markov chain"
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:"GARCH model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
ARCH model
56
ARCH-Modell
56
Volatility
32
Volatilität
32
Estimation
23
Schätzung
23
Capital income
14
Kapitaleinkommen
14
Theorie
13
Theory
13
Börsenkurs
11
Share price
11
USA
11
United States
11
Exchange rate
10
Wechselkurs
10
Forecasting model
9
Prognoseverfahren
9
Time series analysis
9
Zeitreihenanalyse
9
Oil price
8
Welt
8
World
8
Ölpreis
8
Aktienmarkt
6
Markov-Kette
6
Portfolio selection
6
Portfolio-Management
6
Stock market
6
Correlation
5
Economic growth
5
GARCH
5
Korrelation
5
Spillover effect
5
Spillover-Effekt
5
Wirtschaftswachstum
5
Großbritannien
4
Inflation
4
International financial market
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
6
Author
All
Klaassen, Franc
2
Raj, Baldev
2
Baltagi, Badi H.
1
Fitzenberger, Bernd
1
Goldman, Elena
1
Hamilton, James D.
1
Valcarcel, Victor J.
1
Çekin, Semih Emre
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
17
International journal of forecasting
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
Journal of econometrics
8
International review of economics & finance : IREF
7
Economics letters
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
Research in international business and 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)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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/10001655658
Saved in:
6
Special issue on advances in regime-switching models for business cycle research and financial analysis
Baltagi, Badi H.
(
contributor
);
Raj, Baldev
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001658097
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->