//--> //--> //-->
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:"Journal of banking & finance"
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
30
Markov-Kette
30
Theorie
15
Theory
15
Estimation
12
Schätzung
12
Credit risk
9
Kreditrisiko
9
Volatilität
8
Yield curve
6
Zinsstruktur
6
Börsenkurs
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Share price
5
Time series analysis
5
USA
5
United States
5
Business cycle
4
Capital income
4
Credit rating
4
Forecasting model
4
Kapitaleinkommen
4
Konjunktur
4
Kreditwürdigkeit
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Stochastic process
4
Stochastischer Prozess
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Bayes-Statistik
3
Bayesian inference
3
Cointegration
3
Financial market
3
Finanzmarkt
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Conference paper
1
Konferenzbeitrag
1
Language
All
English
11
Author
All
Kaeck, Andreas
2
Alexander, Carol
1
Baldeaux, Jan
1
Collet, Jerome
1
Cordis, Adriana S.
1
Dark, Jonathan
1
Gabriel, Vasco J.
1
Guidolin, Massimo
1
Ho, Kin-Yip
1
Ielpo, Florian
1
Ignatieva, Ekaterina
1
Kirby, Chris
1
Kuck, Konstantin
1
Martins, Luís Filipe
1
Neumann, Maximilian
1
Orlov, Alexei G.
1
Pedio, Manuela
1
Platen, Eckhard
1
Prokopczuk, Marcel
1
Rodrigues, Paulo Jorge Maurício
1
Schweikert, Karsten
1
Seeger, Norman
1
Shi, Yanlin
1
Wese Simen, Chardin
1
more ...
less ...
Published in...
All
Journal of banking & finance
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
Econometric reviews
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
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)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
3
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
4
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
5
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
6
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
7
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
8
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
9
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
10
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
11
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->