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Search: subject:"Regime Switching Model"
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Subject
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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
Type of publication
All
Article
213
Book / Working Paper
77
Other
1
Type of publication (narrower categories)
All
Article in journal
147
Aufsatz in Zeitschrift
147
Working Paper
41
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
31
Article
10
Hochschulschrift
8
Aufsatz im Buch
7
Book section
7
Thesis
7
research-article
4
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
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1
Systematic review
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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1
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21
Recent global crises and sectoral stock market returns
Sghaier, Nadia
- In:
Application of novel research methods : the study of …
,
(pp. 117-135)
.
2024
Persistent link: https://www.econbiz.de/10015179730
Saved in:
22
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war : a regime-switching perspective
Hou, Yang
;
Li, Yujia
;
Hu, Yang
;
Oxley, Les
- In:
The European journal of finance
30
(
2024
)
16
,
pp. 1876-1906
Persistent link: https://www.econbiz.de/10015273064
Saved in:
23
Money growth, money velocity and inflation in the US : 1948-2021
Castañeda, Juan E.
;
Cendejas Bueno, José Luis
- In:
Open economies review
35
(
2024
)
5
,
pp. 999-1014
Persistent link: https://www.econbiz.de/10015127111
Saved in:
24
Predicting systemic financial risk with interpretable machine learning
Tang, Pan
;
Tang, Tiantian
;
Lu, Chennuo
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014492046
Saved in:
25
Economic policy uncertainty as an indicator of abrupt movements in the US stock market
Tzika, Paraskevi
;
Pantelidis, Theologos
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 93-103
Persistent link: https://www.econbiz.de/10014494658
Saved in:
26
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
Saved in:
27
The threshold effects of ICT on CO2 emissions : evidence from the MENA countries
Ben Lahouel, Bechir
;
Taleb, Lotfi
;
Managi, Shunsuke
; …
- In:
Environmental economics and policy studies : the …
26
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014536549
Saved in:
28
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
29
Automation of the individualized investing strategy for an investment advisor established by a semi-Markov
regime-switching
model
Liu, Junrong
;
Chen, Zhiping
;
Duan, Qihong
- In:
Computational economics
63
(
2024
)
6
,
pp. 2351-2370
Persistent link: https://www.econbiz.de/10014636746
Saved in:
30
Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary
regime-switching
model
Nwankwo, Chinonso I.
;
Dai, Weizhong
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 43-82
Persistent link: https://www.econbiz.de/10015044785
Saved in:
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