//--> //--> //-->
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
~subject:"ARCH model"
~person:"Blazsek, Szabolcs"
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 process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
9
Markov-Kette
9
Estimation
7
Schätzung
7
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
ARCH-Modell
3
Time series analysis
3
Zeitreihenanalyse
3
Beta-t-EGARCH
2
Capital income
2
Hedge fund
2
Hedgefonds
2
Kapitaleinkommen
2
Markov Regime-Switching Models
2
Markov regime-switching
2
Oil market
2
Oil price
2
Risiko
2
Risk
2
Theorie
2
Theory
2
Welt
2
World
2
Ölmarkt
2
Ölpreis
2
Bruttoinlandsprodukt
1
Börsenkurs
1
CAPM
1
Dynamic Conditional
1
Dynamic conditional score
1
Dynamic conditional score (DCS) models
1
Einheitswurzeltest
1
Erdöl
1
Global Crude Oil Market
1
Gross domestic product
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Blazsek, Szabolcs
Bauwens, Luc
16
Meitz, Mika
13
Saikkonen, Pentti
13
Dufays, Arnaud
9
Lütkepohl, Helmut
9
Lee, Hsiang-Tai
8
Chen, Cathy W. S.
7
Ma, Feng
7
Rombouts, Jeroen V. K.
7
Billio, Monica
6
Casarin, Roberto
6
Chang, Kuang-Liang
6
Otranto, Edoardo
6
Amisano, Gianni
5
Ardia, David
5
Augustyniak, Maciej
5
Bohl, Martin T.
5
Geweke, John
5
Gupta, Rangan
5
Haas, Markus
5
Shi, Yanlin
5
Velinov, Anton
5
Asai, Manabu
4
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Essid, Badye
4
Frömmel, Michael
4
Li, Ming-yuan Leon
4
Lu, Xinjie
4
Osuntuyi, Anthony
4
Preminger, Arie
4
Serletis, Apostolos
4
Siklos, Pierre L.
4
So, Mike Ka-pui
4
Xu, Libo
4
Zekokh, Timur
4
Bluteau, Keven
3
Brunetti, Celso
3
Cavicchioli, Maddalena
3
more ...
less ...
Published in...
All
Applied economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
3
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->