//--> //--> //-->
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"
~type_genre:"Konferenzbeitrag"
~type_genre:"Collection of articles written by one author"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
71
Markov-Kette
71
Theorie
40
Theory
40
Stochastic process
11
Stochastischer Prozess
11
Estimation
9
Portfolio selection
9
Portfolio-Management
9
Schätzung
9
USA
8
United States
8
Estimation theory
7
Game theory
7
Schätztheorie
7
Spieltheorie
7
Time series analysis
7
Zeitreihenanalyse
7
CAPM
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Volatility
6
Volatilität
6
ARCH-Modell
5
Business cycle
5
Forecasting model
5
Konjunktur
5
Prognoseverfahren
5
Schock
5
Shock
5
Bayes-Statistik
4
Bayesian inference
4
Dynamic game
4
Dynamisches Spiel
4
Exchange rate
4
Financial market
4
Finanzmarkt
4
Interest rate
4
Inventory model
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Konferenzbeitrag
Collection of articles written by one author
Article in journal
291
Aufsatz in Zeitschrift
291
Graue Literatur
79
Non-commercial literature
79
Arbeitspapier
76
Working Paper
76
Aufsatz im Buch
7
Book section
7
Hochschulschrift
6
Collection of articles of several authors
3
Sammelwerk
3
Sammlung
3
Thesis
3
Aufsatzsammlung
2
Conference paper
2
Amtsdruckschrift
1
Government document
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
5
Author
All
Billio, Monica
1
Cavicchioli, Maddalena
1
Chen, Liming
1
Dong, Hao
1
Failler, Pierre
1
Johansson, Anders C.
1
Purzitsky, Adam Alexander
1
Schlaak, Thore
1
Xu, Sa
1
Zhang, Xinyi
1
more ...
less ...
Published in...
All
Ekonomiska studier
1
Emerging markets, finance and trade : EMFT
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin
Dong, Hao
;
Chen, Liming
;
Zhang, Xinyi
;
Failler, Pierre
; …
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10012211636
Saved in:
2
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
-
2019
Persistent link: https://www.econbiz.de/10012173758
Saved in:
3
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:
4
Jump-diffusion models in empirical asset pricing
Purzitsky, Adam Alexander
-
2007
Persistent link: https://www.econbiz.de/10009697369
Saved in:
5
Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C.
-
2007
Persistent link: https://www.econbiz.de/10013382940
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->