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~isPartOf:"International review of financial analysis"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"Stock market"
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Search: subject_exact:"Markovsche Kette"
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ARCH model
Stock market
Markov chain
63
Markov-Kette
63
Theorie
24
Theory
24
Estimation
23
Schätzung
23
Volatility
15
Volatilität
15
Bayes-Statistik
13
Bayesian inference
13
Time series analysis
12
Zeitreihenanalyse
12
Capital income
11
Kapitaleinkommen
11
Yield curve
8
Zinsstruktur
8
ARCH-Modell
7
Börsenkurs
7
CAPM
7
Forecasting model
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Share price
7
VAR model
7
VAR-Modell
7
Aktienmarkt
6
Business cycle
6
Konjunktur
6
Markov switching
6
USA
6
United States
6
EU countries
5
EU-Staaten
5
Hedging
5
Markov switching model
5
Portfolio selection
5
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5
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9
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12
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Billio, Monica
2
Casarin, Roberto
2
Christiansen, Charlotte
2
Lee, Hsiang-Tai
2
Osuntuyi, Anthony
2
Ané, Thierry
1
Aslanidis, Nektarios
1
Cagliesi, Gabriella
1
Demirer, Rıza
1
Gallo, Giampiero M.
1
Guermat, Cherif
1
Guidi, Francesco
1
He, Zhen
1
Lacava, Demetrio
1
Lee, Chien-chiang
1
Lien, Da-hsiang Donald
1
Mandal, Anandadeep
1
O'Connor, Fergal A.
1
Otranto, Edoardo
1
Poshakwale, Sunil S.
1
Savva, Christos S.
1
Thijssen, Jacco J. J.
1
Tucker, Jon
1
Ureche-Rangau, Loredana
1
Vendrame, Vasco
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International review of financial analysis
Working papers
Energy economics
18
Applied economics
16
Journal of empirical finance
15
Economic modelling
14
International journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of econometrics
10
Finance research letters
9
International review of economics & finance : IREF
9
Applied economics letters
7
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International Journal of Financial Studies : open access journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Quantitative finance
6
Research in international business and finance
6
The European journal of finance
6
CESifo working papers
5
CORE discussion papers : DP
5
International journal of economics and finance
5
Journal of banking & finance
5
Review of quantitative finance and accounting
5
Applied financial economics
4
CREATES research paper
4
Discussion paper / Tinbergen Institute
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Econometric theory
4
Emerging markets review
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
SFB 649 discussion paper
4
Computational economics
3
Department of Economics discussion paper series / University of Oxford
3
Department of Economics working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
12
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1
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:
2
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
3
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
4
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:
5
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
6
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen
;
O'Connor, Fergal A.
;
Thijssen, Jacco J. J.
- In:
International review of financial analysis
60
(
2018
),
pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
Saved in:
7
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
8
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
9
Risk-return trade-off for European stock markets
Aslanidis, Nektarios
;
Christiansen, Charlotte
;
Savva, …
- In:
International review of financial analysis
46
(
2016
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011580870
Saved in:
10
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
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