//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Billio, Monica"
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_exact:"Markov chain"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
6
Markov-Kette
6
Estimation
4
Schätzung
4
Theorie
4
Theory
4
Bayes-Statistik
3
Bayesian inference
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Financial crisis
2
Finanzkrise
2
2007-2013
1
Autocorrelation
1
Autokorrelation
1
Business cycle
1
CAPM
1
Commodity derivative
1
Commodity exchange
1
Debt crisis
1
Descriptive statistics
1
Deskriptive Statistik
1
Energy futures
1
GARCH
1
Graph theory
1
Graphentheorie
1
Graphical models
1
Hedge ratio
1
Hedging
1
Interacting Markov chains
1
Konjunktur
1
MCMC
1
Markov regime-switching
1
Markov-switching
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multi-layer networks
1
more ...
less ...
Online availability
All
Undetermined
Free
25
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
6
Author
All
Billio, Monica
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Elliott, Robert J.
11
Serletis, Apostolos
11
Cui, Zhenyu
9
Siu, Tak Kuen
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Aki, Sigeo
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Legros, Benjamin
7
Li, Yong
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Sola, Martin
7
Banik, A. D.
6
D'Amico, Guglielmo
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
6
He, Xin-Jiang
6
Leiva-Leon, Danilo
6
Li, Lingfei
6
Marcellino, Massimiliano
6
Solan, Eilon
6
Wei, Qingda
6
Zhu, Song-Ping
6
Balbus, Lukasz
5
Balcilar, Mehmet
5
Blazsek, Szabolcs
5
more ...
less ...
Published in...
All
Journal of econometrics
2
Energy economics
1
Journal of applied econometrics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
2
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
3
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
4
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
5
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
6
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->