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Search: subject:"Regime Switching Model"
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Markov chain
125
Markov-Kette
124
Schätzung
82
Estimation
77
Theorie
68
Theory
67
regime switching model
55
Volatility
54
Volatilität
53
Regime-switching model
51
Markov regime-switching model
38
regime-switching model
35
Capital income
32
Kapitaleinkommen
32
Time series analysis
27
Zeitreihenanalyse
27
Börsenkurs
26
Aktienmarkt
25
Stock market
25
Markov regime switching model
24
Share price
24
ARCH-Modell
23
ARCH model
22
Business cycle
20
Konjunktur
19
Option pricing theory
18
Optionspreistheorie
18
Regime switching model
18
USA
17
Stochastic process
16
Stochastischer Prozess
16
United States
16
Welt
16
World
16
CAPM
15
Deutschland
15
Portfolio selection
15
Portfolio-Management
15
Exchange rate
14
Wechselkurs
14
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Undetermined
127
Free
93
CC license
9
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Article
213
Book / Working Paper
77
Other
1
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Article in journal
147
Aufsatz in Zeitschrift
147
Working Paper
41
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
31
Article
10
Hochschulschrift
8
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7
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7
Thesis
7
research-article
4
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1
Collection of articles of several authors
1
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1
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1
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1
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1
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Language
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English
225
Undetermined
60
German
5
Korean
1
Author
All
Bauer, Thomas K.
5
Bonin, Holger
5
Diebold, Francis X.
5
Sunde, Uwe
5
Ahrens, Ralf
4
Bilgili, Faik
4
Dias, José G.
4
Doğan, İbrahim
4
Janczura, Joanna
4
Lanne, Markku
4
Luetkepohl, Helmut
4
Mittnik, Stefan
4
Nielsen, Steen
4
Paraschiv, Florentina
4
Piger, Jeremy Max
4
Weron, Rafal
4
Wilfling, Bernd
4
Audrino, Francesco
3
Chan, Leunglung
3
Chen, Fei
3
De Grauwe, Paul
3
Fic, Tatiana
3
Fleten, Stein-Erik
3
Ghate, Chetan
3
Kim, Young Shin
3
Kriwoluzky, Alexander
3
Müller, Gernot J.
3
Nakajima, Jouchi
3
Nguyen, Duc Khuong
3
Nilsson, Birger
3
Ramos, Sofia B.
3
Schorfheide, Frank
3
Schürle, Michael
3
Trueck, Stefan
3
Vansteenkiste, Isabel
3
Wolf, Martin
3
Zhu, Song-Ping
3
Abid, Fathi
2
Aliyu, Shehu U. R.
2
Atukeren, Erdal
2
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Institution
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Department of Economics, European University Institute
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Bank of Japan
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Brown University / Department of Economics
1
C.E.P.R. Discussion Papers
1
CESifo
1
Center for Financial Studies
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Department of Economics, University of Pennsylvania
1
EconWPA
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Federal Reserve Bank of St. Louis
1
Forschungsinstitut zur Zukunft der Arbeit
1
HAL
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Konjunkturinstitutet, Government of Sweden
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
1
School of Economics and Finance <Brisbane>
1
School of Economics and Political Science, Universität St. Gallen
1
School of Finance, Universität St. Gallen
1
Université de Genève / Institut de hautes études internationales
1
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Published in...
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Economic modelling
10
Economic Modelling
7
Applied economics
6
The European journal of finance
4
Cogent economics & finance
3
Economics Working Papers / Department of Economics, European University Institute
3
Energy economics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of financial engineering
3
Journal of econometrics
3
MPRA Paper
3
Applied mathematical finance
2
Asia-Pacific Financial Markets
2
China Finance Review International
2
Cogent Economics & Finance
2
Discussion papers in economics
2
Essays in financial markets
2
Global business & economics review
2
HWWA discussion paper
2
Insurance / Mathematics & economics
2
International Econometric Review (IER)
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
Journal for Economic Forecasting
2
Journal of Applied Statistics
2
Journal of Econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Mathematics and financial economics
2
Review of quantitative finance and accounting
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper
2
Working papers / Bank for International Settlements
2
African Journal of Economic and Management Studies
1
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Source
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ECONIS (ZBW)
196
RePEc
70
EconStor
20
Other ZBW resources
4
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261
The welfare state, thresholds, and economic growth
Fic, Tatiana
;
Ghate, Chetan
- In:
Economic modelling
22
(
2005
)
3
,
pp. 571-598
Persistent link: https://www.econbiz.de/10002770326
Saved in:
262
Business cycle phases in US states
Owyang, Michael T.
;
Piger, Jeremy Max
;
Wall, Howard J.
- In:
The review of economics and statistics
87
(
2005
)
4
,
pp. 604-616
Persistent link: https://www.econbiz.de/10003235270
Saved in:
263
Should a portfolio investor follow or neglect regime changes?
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001774747
Saved in:
264
Identifying business cycle turning points in real time
Chauvet, Marcelle
;
Piger, Jeremy Max
- In:
Review / Federal Reserve Bank of St. Louis
85
(
2003
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10001784871
Saved in:
265
Mean reversion on global stock markets
Drobetz, Wolfgang
;
Wegmann, Patrick
- In:
Swiss journal of economics and statistics
138
(
2002
)
3
,
pp. 215-239
Persistent link: https://www.econbiz.de/10001700625
Saved in:
266
Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
Saved in:
267
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:
268
Exchange rates and fundamentals a non-linear relationship?
De Grauwe, Paul
;
Vansteenkiste, Isabel
-
2002
Persistent link: https://www.econbiz.de/10001665429
Saved in:
269
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001681636
Saved in:
270
Since when have FOREX markets incorporated EMU into currency pricing? : evidence from four exchange rate series
Wilfling, Bernd
-
2001
Persistent link: https://www.econbiz.de/10001572220
Saved in:
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