//--> //--> //-->
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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bekaert, Geert"
~person:"Dufays, Arnaud"
~subject:"Markov chain"
~subject:"Vermögensverteilung"
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:"DISTRIBUTION"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Vermögensverteilung
Markov-Kette
3
Theorie
3
Theory
3
1972-1996
1
ARCH model
1
ARCH-Modell
1
ARMA
1
ARMA model
1
ARMA-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Deutschland
1
Dirichlet process
1
Estimation
1
Estimation theory
1
Forecasting
1
Forecasting model
1
Germany
1
Großbritannien
1
Hierarchical hidden Markov model
1
Interest rate
1
Kapitaleinkommen
1
Leverage effect
1
Markov-switching
1
Persistence
1
Prognoseverfahren
1
Regime-switching model
1
Schätztheorie
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United Kingdom
1
United States
1
Volatility
1
Volatility.
1
Volatilität
1
Zins
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bekaert, Geert
Dufays, Arnaud
Bauwens, Luc
3
Casarin, Roberto
3
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Guérin, Pierre
2
Kalli, Maria
2
Marcellino, Massimiliano
2
Paap, Richard
2
Piger, Jeremy Max
2
Yamauchi, Yuta
2
Abowd, John M.
1
Ang, Andrew
1
Anzarut, Michelle
1
Augustyniak, Maciej
1
Berg, Gerard J. van den
1
Birchenhall, Christopher Roger
1
Boot, Tom
1
Bormetti, Giacomo
1
Cadarso-Suarez, Carmen
1
Cai, Biqing
1
Camacho, Maximo
1
Carpantier, Jean-François
1
Cavicchioli, Maddalena
1
Cederburg, Scott
1
Chauvet, Marcelle
1
Chen, Wilson Ye
1
Cheng, Tingting
1
Cheung, Yin-Wong
1
Chib, Siddhartha
1
Clements, Michael P.
1
Corsi, Fulvio
1
Costantini, Mauro
1
Creal, Drew
1
Damien, Paul
1
DeSarbo, Wayne
1
Deb, Parta
1
Debarsy, Nicolas
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CORE discussion papers : DP
5
CIRANO - Scientific Publication
1
CREA discussion paper
1
CREATES research paper
1
CRREP Working Paper 2015-08
1
CRREP working serie 2016-09
1
Econometrics : open access journal
1
Economics letters
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
NBER Working Paper
1
NBER working paper series
1
National Bank of Belgium Working Paper
1
Working paper / National Bank of Belgium
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
2
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
3
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->