//--> //--> //-->
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
~person:"Martin, Gael M."
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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:"Markov process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatilität
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Schätzung
2
Theorie
2
Theory
2
1949-1989
1
Bayesian Markov chain Monte Carlo
1
Börsenkurs
1
Canada
1
Cointegration
1
Dynamic price and volatility jumps
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
France
1
Frankreich
1
Global financial crisis
1
Großbritannien
1
Hawkes process
1
Italien
1
Italy
1
Kanada
1
Kaufkraftparität
1
Kointegration
1
Nonlinear state space model
1
Purchasing power parity
1
Share price
1
State space model
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
USA
1
United Kingdom
1
United States
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
1
Language
All
English
1
Author
All
Martin, Gael M.
Siu, Tak Kuen
10
Elliott, Robert J.
9
Gupta, Rangan
9
Lee, Hsiang-Tai
8
Ma, Feng
8
Chang, Kuang-Liang
7
Balcilar, Mehmet
6
Chen, Cathy W. S.
6
Chevallier, Julien
6
Hammoudeh, Shawkat
6
Nguyen, Duy
6
Serletis, Apostolos
6
So, Mike Ka-pui
6
Xu, Libo
6
Bauwens, Luc
5
Chan, Leunglung
5
Dimitrakopoulos, Stefanos
5
Goutte, Stéphane
5
Kirkby, J. Lars
5
Lin, Shih-kuei
5
Otranto, Edoardo
5
Shi, Yanlin
5
Aye, Goodness C.
4
Casarin, Roberto
4
Cui, Zhenyu
4
Dufays, Arnaud
4
Gerlach, Richard
4
Haas, Markus
4
Ji, Qiang
4
Li, Leon
4
Lu, Xinjie
4
Luo, Jiawen
4
Maheu, John M.
4
Orłowski, Lucjan T.
4
Wang, Jiqian
4
Wilfling, Bernd
4
Asai, Manabu
3
BenSaïda, Ahmed
3
Blazsek, Szabolcs
3
Chourdakis, Kyriakos
3
more ...
less ...
Published in...
All
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->