//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Estimation"
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:"Markovscher Prozeß"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Markov chain
30
Markov-Kette
30
Theorie
15
Theory
15
Schätzung
12
Credit risk
9
Kreditrisiko
9
Volatility
8
Volatilität
8
Yield curve
6
Zinsstruktur
6
Börsenkurs
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Share price
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Business cycle
4
Capital income
4
Credit rating
4
Forecasting model
4
Kapitaleinkommen
4
Konjunktur
4
Kreditwürdigkeit
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Stochastic process
4
Stochastischer Prozess
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Bayes-Statistik
3
Bayesian inference
3
Cointegration
3
Financial market
3
Finanzmarkt
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Conference paper
1
Konferenzbeitrag
1
Language
All
English
12
Author
All
Byun, Suk Joon
1
Collet, Jerome
1
Dark, Jonathan
1
Dueker, Michael
1
Gabriel, Vasco J.
1
Guidolin, Massimo
1
Ielpo, Florian
1
Kaeck, Andreas
1
Kim, Dongcheol
1
Kuck, Konstantin
1
Lando, David
1
Martins, Luís Filipe
1
Min, Byoung-Kyu
1
Neely, Christopher J.
1
Neumann, Maximilian
1
Orlov, Alexei G.
1
Pedio, Manuela
1
Podstawski, Maximilian
1
Prokopczuk, Marcel
1
Rodrigues, Paulo Jorge Maurício
1
Roh, Tai-Yong
1
Schweikert, Karsten
1
Seeger, Norman
1
Skødeberg, Torben M.
1
Velinov, Anton
1
Wese Simen, Chardin
1
Zhu, Jie
1
Zhu, Xiaoneng
1
more ...
less ...
Published in...
All
Journal of banking & finance
Applied economics
31
Economic modelling
30
Journal of econometrics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Energy economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working paper
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International review of financial analysis
15
Journal of economic dynamics & control
15
Journal of empirical finance
15
Macroeconomic dynamics
15
Applied economics letters
14
Economics letters
14
International journal of forecasting
14
Journal of applied econometrics
13
International review of economics & finance : IREF
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Finance research letters
10
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
The European journal of finance
9
Journal of macroeconomics
8
Quantitative finance
8
Working papers
8
CESifo working papers
7
Discussion paper / Centre for Economic Policy Research
7
International journal of economics and finance
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Cogent economics & finance
6
Computational economics
6
European journal of operational research : EJOR
6
Finance and economics discussion series
6
Journal of forecasting
6
SFB 649 discussion paper
6
Discussion paper
5
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian
;
Velinov, Anton
- In:
Journal of banking & finance
88
(
2018
),
pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
Saved in:
3
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
4
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
5
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
6
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
7
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
8
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
9
Time-varying expected momentum profits
Kim, Dongcheol
;
Roh, Tai-Yong
;
Min, Byoung-Kyu
;
Byun, …
- In:
Journal of banking & finance
49
(
2014
),
pp. 191-215
Persistent link: https://www.econbiz.de/10010508045
Saved in:
10
Predicting stock returns : a regime-switching combination approach and economic links
Zhu, Xiaoneng
;
Zhu, Jie
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4120-4133
Persistent link: https://www.econbiz.de/10010245613
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->