//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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:"Markoff-Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Zinsstruktur
Markov chain
37
Markov-Kette
37
Volatility
16
Capital income
12
Kapitaleinkommen
12
Börsenkurs
11
Share price
11
Estimation
10
Schätzung
10
Option pricing theory
9
Optionspreistheorie
9
Aktienmarkt
8
Stock market
8
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
ARCH model
6
ARCH-Modell
6
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Regime switching
4
Stochastic volatility
4
Yield curve
4
Aktienindex
3
Correlation
3
Korrelation
3
Markov-switching
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stock index
3
Welt
3
World
3
Ankündigungseffekt
2
Announcement effect
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Shi, Yanlin
2
Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
1
Alam, Md Rafayet
1
Chen, Jun-Home
1
Chen, Son-nan
1
Chen, Zhongtian
1
Chiang, Mi-hsiu
1
Chon, Sora
1
Echaust, Krzysztof
1
Feng, Lingbing
1
Ferland, René
1
Forhad, Abdur Rahman
1
Fu, Tong
1
Gao, Lingbo
1
Gauthier, Geneviève
1
Gil-Alaña, Luis A.
1
Guo, Ranran
1
Haas, Markus
1
Ho, Kin-Yip
1
Hsu, Pao-peng
1
Jang, Bong-Gyu
1
Just, Małgorzata
1
Kim, Jaeho
1
Lalancette, Simon
1
Laurini, Márcio Poletti
1
Lee, Hsiang-Tai
1
Li, Chang-yi
1
Li, Yong
1
Lian, Yu-Min
1
Lo, C. C.
1
Mauad, Roberto Baltieri
1
Nguyen, Duy
1
Prasanna, P. Krishna
1
Ryu, Doojin
1
Sah, Nilesh B.
1
Saranya, K.
1
Shenghong, Li
1
Skindilias, K.
1
Song, Wonho
1
more ...
less ...
Published in...
All
Finance research letters
Energy economics
33
Economic modelling
25
International journal of theoretical and applied finance
19
Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International review of financial analysis
17
Journal of empirical finance
17
Applied economics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
12
Quantitative finance
12
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
International review of economics & finance : IREF
10
Economics letters
9
Journal of economic dynamics & control
9
The European journal of finance
9
Applied economics letters
8
Computational economics
8
Finance and stochastics
8
International journal of finance & economics : IJFE
8
Journal of forecasting
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied mathematical finance
7
Econometric reviews
7
Research in international business and finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The journal of futures markets
7
Working paper
7
Annals of finance
6
Applied financial economics
6
Journal of risk and financial management : JRFM
6
Working papers
6
Asia-Pacific financial markets
5
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
5
Consumption- and speculation-led change in demand for oil and the response of base metals : a Markov-switching approach
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Sah, Nilesh B.
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553901
Saved in:
6
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
7
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
8
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
9
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata
;
Echaust, Krzysztof
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
Saved in:
10
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan
;
Shenghong, Li
- In:
Finance research letters
24
(
2018
),
pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->