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~isPartOf:"International review of financial analysis"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Zinsstruktur"
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Search: subject_exact:"Markovsche Kette"
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Prognoseverfahren
VAR-Modell
Zinsstruktur
Markov chain
33
Markov-Kette
33
Estimation
15
Schätzung
15
Capital income
11
Kapitaleinkommen
11
Theorie
11
Theory
11
Volatility
11
Volatilität
11
CAPM
6
Yield curve
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Börsenkurs
5
Forecasting model
5
Markov switching
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Stock market
5
EU countries
4
EU-Staaten
4
Financial market
4
Finanzmarkt
4
Hedging
4
Aktienindex
3
Commodity derivative
3
Correlation
3
Derivat
3
Derivative
3
Gold
3
Großbritannien
3
Korrelation
3
Markov switching model
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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10
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English
10
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Allen, David E.
1
Avdoulas, Christos
1
Avino, Davide
1
Bekiros, Stelios
1
Calice, Giovanni
1
Christiansen, Charlotte
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Hassapis, Christis
1
Hotta, Luiz K.
1
Ioannidis, Christos
1
Laurini, Márcio Poletti
1
Liu, Jiadong
1
Mandal, Anandadeep
1
Mazza, Davide
1
Miao, Rong Hui
1
Morkel-Kingsbury, Nigel
1
Nneji, Ogonna
1
Orłowski, Lucjan T.
1
Papailias, Fotis
1
Poshakwale, Sunil S.
1
Quinn, Barry
1
Soper, Carolyne
1
Thomas, Lyn C.
1
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International review of financial analysis
International journal of forecasting
32
Journal of forecasting
29
Journal of econometrics
20
Economic modelling
17
Energy economics
17
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Working paper
13
Applied economics
12
Discussion paper / Tinbergen Institute
12
International journal of theoretical and applied finance
12
Finance research letters
11
Journal of banking & finance
10
Working papers
10
CESifo working papers
9
Quantitative finance
9
Applied economics letters
8
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper series / European Central Bank
7
CAMA working paper series
6
Department of Economics working paper series
6
Discussion paper / Centre for Economic Policy Research
6
EUI working paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Macroeconomic dynamics
6
Risks : open access journal
6
Global finance journal
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of applied econometrics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Sveriges Riksbank working paper series
5
The European journal of finance
5
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ECONIS (ZBW)
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1
Direction-of-change forecasting in commodity futures markets
Liu, Jiadong
;
Papailias, Fotis
;
Quinn, Barry
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
Saved in:
2
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
3
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
4
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
5
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
6
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
7
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
8
Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti
;
Hotta, Luiz K.
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 342-350
Persistent link: https://www.econbiz.de/10009272648
Saved in:
9
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
10
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
;
Allen, David E.
;
Morkel-Kingsbury, Nigel
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
Saved in:
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