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Search: subject:"Regime switching model"
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Subject
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Markov chain
127
Markov-Kette
126
Schätzung
83
Estimation
78
Theorie
69
Theory
68
regime switching model
57
Volatility
54
Volatilität
53
Regime-switching model
52
Markov regime-switching model
40
regime-switching model
36
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
21
Konjunktur
20
Option pricing theory
19
Optionspreistheorie
19
Regime switching model
18
Stochastic process
17
Stochastischer Prozess
17
USA
17
United States
16
Welt
16
World
16
CAPM
15
Deutschland
15
Portfolio selection
15
Portfolio-Management
15
Exchange rate
14
Financial crisis
14
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Online availability
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Undetermined
129
Free
95
CC license
9
Type of publication
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Article
216
Book / Working Paper
80
Other
1
Type of publication (narrower categories)
All
Article in journal
149
Aufsatz in Zeitschrift
149
Working Paper
44
Graue Literatur
37
Non-commercial literature
37
Arbeitspapier
33
Article
11
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
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1
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Language
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English
231
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
Zhu, Song-Ping
4
Audrino, Francesco
3
Bagchi, Bhaskar
3
Chan, Leunglung
3
Chen, Fei
3
De Grauwe, Paul
3
Fic, Tatiana
3
Fleten, Stein-Erik
3
Ghate, Chetan
3
Ghosh, Raktim
3
Kim, Young Shin
3
Kriwoluzky, Alexander
3
Moodley, Fabian
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
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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
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
Discussion papers in economics
2
Essays in financial markets
2
Global business & economics review
2
HWWA discussion paper
2
IMA journal of management mathematics
2
Insurance
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
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Source
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ECONIS (ZBW)
200
RePEc
70
EconStor
22
Other ZBW resources
4
BASE
1
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1
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10
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297
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1
A composite approach to nonlinear inflation dynamics in BRICS countries and Türkiye
Yusifzada, Tural
;
Cömert, Hasan
;
Ahmadov, Vugar
-
2025
Türkiye. In the first stage of our analysis, we employ a Hidden Markov
Regime
Switching
Model
combined with Monte Carlo …
Persistent link: https://www.econbiz.de/10015441414
Saved in:
2
A composite approach to nonlinear inflation dynamics in BRICS countries and Türkiye
Yusifzada, Tural
;
Cömert, Hasan
;
Ahmadov, Vugar
-
2025
Türkiye. In the first stage of our analysis, we employ a Hidden Markov
Regime
Switching
Model
combined with Monte Carlo …
Persistent link: https://www.econbiz.de/10015439320
Saved in:
3
Asset purchases in a monetary union with default and liquidity risks
Bi, Huixin
;
Foerster, Andrew
;
Traum, Nora
-
2025
Persistent link: https://www.econbiz.de/10015416332
Saved in:
4
Examining Chinese volume-volatility nexus : a regime-switching perspective
Wang, Zhenxin
;
Wang, Shaoping
;
Yan, Yayi
;
Xia, Yingcun
- In:
Economic modelling
144
(
2025
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015195150
Saved in:
5
Assessing the regime-switching role of risk mitigation measures on agricultural vulnerability : a threshold analysis
Wen, Xiaojie
;
Mennig, Philipp
;
Sauer, Johannes
- In:
Ecological economics
227
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015175513
Saved in:
6
Resilience or returns : assessing green equity index performance across market regimes
An Thi Thuy Duong
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015327258
Saved in:
7
Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions
Lawrence, Babatunde
;
Moodley, Fabian
;
Ferreira-Schenk, Sune
- In:
Cogent Economics & Finance
12
(
2024
)
1
,
pp. 1-15
to examine the time-varying connectedness and using the Markov
regime-switching
model
to determine the drivers of the …
Persistent link: https://www.econbiz.de/10015426204
Saved in:
8
Macroeconomic determinants of the JSE size-base industries connectedness : evidence from changing market conditions
Lawrence, Babatunde
;
Moodley, Fabian
;
Ferreira-Schenk, Sune
- In:
Cogent economics & finance
12
(
2024
)
1
,
pp. 1-15
to examine the time-varying connectedness and using the Markov
regime-switching
model
to determine the drivers of the …
Persistent link: https://www.econbiz.de/10015337815
Saved in:
9
Does regime-dependent volatility drive dynamism in investor herding?
Jindal, Komal
;
Bamba, Meera
;
Aggarwal, Mamta
- In:
Colombo business journal : international journal of …
15
(
2024
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10015210672
Saved in:
10
Asset purchases in a monetary union with default and liquidity risks
Bi, Huixin
;
Foerster, Andrew
;
Traum, Nora
-
2024
Persistent link: https://www.econbiz.de/10015199426
Saved in:
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