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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
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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
Aufsatz im Buch
7
Book section
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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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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71
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 501-543
Persistent link: https://www.econbiz.de/10012586206
Saved in:
72
Exchange rate policy and external vulnerabilities in Sub-Saharan Africa : nominal, real or mixed targeting?
Al Hajj, Fadia
;
Dufrénot, Gilles
;
Keddad, Benjamin
- In:
Applied economics
53
(
2021
)
3
,
pp. 380-399
Persistent link: https://www.econbiz.de/10012416050
Saved in:
73
A new algorithm for calibrating local regime-switching models
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10012434403
Saved in:
74
Threshold effect of foreign direct investment on economic growth : new evidence from a panel regime switching models
Helali, Kamel
;
Kalai, Maha
- In:
Global business & economics review
25
(
2021
)
2
,
pp. 177-205
Persistent link: https://www.econbiz.de/10012667911
Saved in:
75
The nonlinear effect of oil price shocks on financial stress : evidence from China
Liu, Renren
;
Chen, Jianzhong
;
Wen, Fenghua
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667999
Saved in:
76
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
77
Strength of words : Donald Trump's tweets, sanctions and Russia's ruble
Afanasyev, Dmitriy O.
;
Fedorova, Elena
;
Ledyaeva, Svetlana
- In:
Journal of economic behavior & organization : JEBO
184
(
2021
),
pp. 253-277
Persistent link: https://www.econbiz.de/10012600853
Saved in:
78
Regime-switching herd behavior : novel evidence from the Chinese A-share market
Fu, Jingxue
;
Wu, Lan
- In:
Finance research letters
39
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805479
Saved in:
79
Structural clustering of volatility regimes for dynamic trading strategies
Prakash, Arjun
;
James, Nick
;
Menzies, Max
;
Francis, Gilad
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 236-274
Persistent link: https://www.econbiz.de/10013171071
Saved in:
80
Regime nonstationarity and nonlinearity in the Turkish output level
Kandemir Kocaaslan, Ozge
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 503-507
Persistent link: https://www.econbiz.de/10011697035
Saved in:
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