Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Regime Switching Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
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
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
196
RePEc
70
EconStor
20
Other ZBW resources
4
BASE
1
Showing
31
-
40
of
291
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-
regime
switching
model
Wu, Hanlin
;
Li, Pan
;
Cao, Jiawei
;
Xu, Zijian
- In:
Energy economics
134
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
Saved in:
32
When safe-haven asset is less than a safe-haven play
Li, Leon
;
Chen, Carl R.
-
2024
Persistent link: https://www.econbiz.de/10015338753
Saved in:
33
What does Vietnam gain when its currency depreciates?
Nguyen, T. Thanh Binh
- In:
Economies
9
(
2021
)
4
,
pp. 1-11
turnover and the stock market in Vietnam during the period from 2000 to 2020. A Markov triple
regime-switching
model
is …
Persistent link: https://www.econbiz.de/10013199923
Saved in:
34
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
-
2021
Persistent link: https://www.econbiz.de/10012628839
Saved in:
35
A sectoral stock investment strategy model in Indonesia Stock Exchange
Defrizal, Defrizal
;
Romli, Khomsahrial
;
Purnomo, Agus
; …
- In:
Journal of Asian finance, economics and business : JAFEB
8
(
2021
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10012692265
Saved in:
36
What does Vietnam gain when its currency depreciates?
Nguyen Thi Thanh Binh
- In:
Economies : open access journal
9
(
2021
)
4
,
pp. 1-11
turnover and the stock market in Vietnam during the period from 2000 to 2020. A Markov triple
regime-switching
model
is …
Persistent link: https://www.econbiz.de/10012800059
Saved in:
37
Understanding the effects of COVID-19 on regime switching behaviour of Asian stock markets
Bagchi, Bhaskar
;
Ghosh, Raktim
- In:
International journal of monetary economics and finance …
16
(
2023
)
5
,
pp. 397-416
Persistent link: https://www.econbiz.de/10015066051
Saved in:
38
Momentum and market volatility : a Bayesian
regime-switching
model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
39
Liquidity of China's government bond market : measures and driving forces
Han, Gaofeng
;
Miao, Hui
;
Wang, Yabin
- In:
Economic and political studies : EPS
11
(
2023
)
1
,
pp. 99-122
Persistent link: https://www.econbiz.de/10014251303
Saved in:
40
Financial stability and monetary policy of the Central Bank of West African Countries : a Markov-Switching model
Houngbédji, Honoré Sèwanoundé
;
Bassongui, Nassibou
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 525-543
Persistent link: https://www.econbiz.de/10014252412
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
