//--> //--> //-->
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:"Volatility"
~subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
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-Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Markov chain
25
Markov-Kette
25
Theorie
19
Theory
19
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Bayes-Statistik
9
Bayesian inference
9
Estimation
9
Schätzung
9
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
7
Volatilität
7
Estimation theory
6
Schätztheorie
6
Markov chain Monte Carlo
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Capital income
3
Kapitaleinkommen
3
State space model
3
USA
3
United States
3
Zustandsraummodell
3
Bayesian nonparametrics
2
Cointegration
2
Correlation
2
Forecasting model
2
Großbritannien
2
Kointegration
2
Korrelation
2
Markov chains
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Prognoseverfahren
2
Regression analysis
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Anderson, Richard G.
1
Ausín, M. Concepción
1
Bessec, Marie
1
Bordignon, Silvano
1
Bos, Charles S.
1
Chan, David
1
Chauvet, Marcelle
1
Dimitrakopoulos, Stefanos
1
Galeano, Pedro
1
Jones, Barry E.
1
Kang, Kyu Ho
1
Kheifets, Igor L.
1
Kim, Young Min
1
Kirby, Chris
1
Kohn, Robert
1
Kolossiatis, Michalis
1
León-González, Roberto
1
Lopes, Hedibert Freitas
1
Omori, Yasuhiro
1
Psaradakis, Zacharias G.
1
Raggi, Davide
1
Saikkonen, Pentti J.
1
Shephard, Neil G.
1
Trede, Mark
1
Virbickaitė, Audronė
1
Wilfling, Bernd
1
Yamauchi, Yuta
1
Zaharieva, Martina Danielova
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
38
Energy economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economic modelling
30
International journal of forecasting
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
21
Economics letters
20
Journal of forecasting
20
Journal of empirical finance
18
Discussion paper / Tinbergen Institute
17
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International review of economics & finance : IREF
14
Computational economics
13
Working papers
13
Applied economics letters
12
International journal of theoretical and applied finance
12
International review of financial analysis
12
Macroeconomic dynamics
12
Review of quantitative finance and accounting
12
Working paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CESifo working papers
11
International journal of finance & economics : IJFE
11
Journal of banking & finance
11
Quantitative finance
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The European journal of finance
9
Econometrics : open access journal
8
Journal of applied econometrics
8
Journal of risk and financial management : JRFM
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
CAMA working paper series
6
CREATES research paper
6
Econometric Institute research papers
6
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.
;
Saikkonen, Pentti J.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
Saved in:
4
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
5
Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
Bessec, Marie
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 711-732
Persistent link: https://www.econbiz.de/10012181350
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
7
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
8
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
9
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.
;
Chauvet, Marcelle
;
Jones, Barry E.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 228-254
Persistent link: https://www.econbiz.de/10011373295
Saved in:
10
Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
Saved in:
11
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
12
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
13
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G.
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->