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~isPartOf:"International review of financial analysis"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markovsche Kette"
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ARCH model
Zeitreihenanalyse
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
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
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6
Markov switching
6
Stock market
6
USA
6
United States
6
EU countries
5
EU-Staaten
5
Hedging
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Markov switching model
5
Portfolio selection
5
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12
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11
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6
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English
18
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Billio, Monica
7
Casarin, Roberto
4
Osuntuyi, Anthony
2
Ahelegbey, Daniel Felix
1
Anas, Jacques
1
Ané, Thierry
1
Cagliesi, Gabriella
1
Calice, Giovanni
1
Cavicchioli, Maddalena
1
Christiansen, Charlotte
1
Di Sanzo, Silvestro
1
Droumaguet, Matthieu
1
Ferrara, Laurent
1
Gallo, Giampiero M.
1
Guidi, Francesco
1
Harding, Don
1
Iacopini, Matteo
1
Ioannidis, Christos
1
Korobilis, Dimitris
1
Lee, Chien-chiang
1
Lee, Hsiang-Tai
1
Lo Duca, Marco
1
Mandal, Anandadeep
1
Mbara, Gilbert
1
Miao, Rong Hui
1
Otranto, Edoardo
1
Pagan, Adrian R.
1
Poshakwale, Sunil S.
1
Scaffidi Domianello, Luca
1
Schröder, Maximilian
1
Ureche-Rangau, Loredana
1
Woźniak, Tomasz
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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International review of financial analysis
Working papers
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Energy economics
24
Economic modelling
23
Journal of forecasting
20
Economics letters
19
Applied economics
18
Discussion paper / Tinbergen Institute
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
13
CESifo working papers
11
International review of economics & finance : IREF
11
Macroeconomic dynamics
10
Working paper
10
Applied economics letters
9
Computational economics
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric reviews
8
Econometric theory
8
Journal of applied econometrics
8
Journal of banking & finance
8
Finance research letters
7
International journal of finance & economics : IJFE
7
CORE discussion papers : DP
6
CREATES research paper
6
Econometric Institute research papers
6
Quantitative finance
6
Research in international business and finance
6
The European journal of finance
6
CAMA working paper series
5
Econometrics : open access journal
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
5
International journal of economics and finance
5
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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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
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:
4
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
5
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:
6
Business cycle dating after the Great Moderation : a consistent two-stage maximum likelihood method
Mbara, Gilbert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011874862
Saved in:
7
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
-
2015
Persistent link: https://www.econbiz.de/10011521832
Saved in:
8
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:
9
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
10
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
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