//--> //--> //--> //-->
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
isPartOf:"Economic modelling"
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:"Markovscher Prozess"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
80
Markov-Kette
80
Estimation
30
Schätzung
30
Theorie
30
Theory
30
Volatility
21
Volatilität
21
Time series analysis
15
Zeitreihenanalyse
15
Business cycle
14
Konjunktur
14
Capital income
11
Kapitaleinkommen
11
Stochastic process
11
Stochastischer Prozess
11
Börsenkurs
10
Share price
10
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Aktienmarkt
8
Bayes-Statistik
8
Bayesian inference
8
Markov switching
8
Stock market
8
Geldpolitik
7
Monetary policy
7
Yield curve
7
Zinsstruktur
7
Economic growth
6
VAR model
6
VAR-Modell
6
Welt
6
Wirtschaftswachstum
6
World
6
EU countries
5
EU-Staaten
5
Financial crisis
5
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Conference paper
1
Konferenzbeitrag
1
Language
All
English
80
Author
All
Chen, Shyh-Wei
4
Dufrénot, Gilles
4
Shen, Chung-hua
4
Siu, Tak Kuen
3
Agnello, Luca
2
Bilgili, Faik
2
Doğan, İbrahim
2
Goutte, Stéphane
2
Lin, Shih-kuei
2
Shen, Yang
2
Sousa, Ricardo M.
2
Abdallah, Oussama
1
Akram, Qaisar Farooq
1
Aye, Goodness C.
1
Bai, Manying
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
Bao Hoang Nguyen
1
Bec, Frédérique
1
Bejaoui, Azza
1
BenSaïda, Ahmed
1
Beyaert, Arielle
1
Bhar, Ramprasad
1
Boroumand, Raphaël Homayoun
1
Bouabdallah, Othman
1
Brooks, Chris
1
Bucci, Alberto
1
Bucci, Andrea
1
Carbonari, Lorenzo
1
Carravetta, Francesco
1
Castro, Francisco de
1
Chang, Kuang-Liang
1
Chang, Kuang-liang
1
Changqing, Luo
1
Chen, Show-lin
1
Chen, Shyh-wei
1
Chen, Xinyun
1
Chevallier, Julien
1
Chi, Xie
1
Ching, Wai Ki
1
more ...
less ...
Published in...
All
Economic modelling
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
Journal of economic dynamics & control
71
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
54
Applied economics
52
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
50
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov equilibrium of social security : an analytic solution under CRRA utility and the future of social security
Lopez-Velasco, Armando R.
- In:
Economic modelling
132
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014547962
Saved in:
2
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
No such thing as the perfect match : Bayesian Model Averaging for treatment evaluation
Lucchetti, Riccardo
;
Pedini, Luca
;
Pigini, Claudia
- In:
Economic modelling
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367496
Saved in:
6
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
7
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
8
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
9
Economic growth and innovation complexity : an empirical estimation of a Hidden Markov Model
Bucci, Alberto
;
Carbonari, Lorenzo
;
Gil, Pedro Mazeda
; …
- In:
Economic modelling
98
(
2021
),
pp. 86-99
Persistent link: https://www.econbiz.de/10012793637
Saved in:
10
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
11
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
12
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
13
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
14
China's regime-switching monetary policy
Klingelhöfer, Jan
;
Sun, Rongrong
- In:
Economic modelling
68
(
2018
),
pp. 32-40
Persistent link: https://www.econbiz.de/10011934574
Saved in:
15
Do bubbles have an explosive signature in markov switching models?
Balcombe, Kelvin G.
;
Fraser, Iain M.
- In:
Economic modelling
66
(
2017
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011813660
Saved in:
16
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
17
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
18
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
19
Asymmetric evidence of gasoline price responses in France : a Markov-switching approach
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Economic modelling
52
(
2016
),
pp. 467-476
Persistent link: https://www.econbiz.de/10011642806
Saved in:
20
Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni
- In:
Economic modelling
52
(
2016
),
pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
Saved in:
21
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
22
Do Spanish fiscal regimes follow the euro-area trends? : evidence from Markov-Switching fiscal rules
Ricci-Risquete, Alejandro
;
Ramajo Hernández, Julián
; …
- In:
Economic modelling
59
(
2016
),
pp. 484-494
Persistent link: https://www.econbiz.de/10011647907
Saved in:
23
Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza
;
Karaa, Adel
- In:
Economic modelling
59
(
2016
),
pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
Saved in:
24
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Shi, Yanlin
;
Feng, Lingbing
- In:
Economic modelling
53
(
2016
),
pp. 278-288
Persistent link: https://www.econbiz.de/10011641034
Saved in:
25
Nonlinear effects of asset prices on fiscal policy : evidence from the UK, Italy and Spain
Agnello, Luca
;
Dufrénot, Gilles
;
Sousa, Ricardo M.
- In:
Economic modelling
44
(
2015
),
pp. 358-362
Persistent link: https://www.econbiz.de/10011326194
Saved in:
26
Comparing the shape of recoveries : France, the UK and the US
Bec, Frédérique
;
Bouabdallah, Othman
;
Ferrara, Laurent
- In:
Economic modelling
44
(
2015
),
pp. 327-334
Persistent link: https://www.econbiz.de/10011326210
Saved in:
27
Comovement of Chinese provincial business cycles
Gatfaoui, Jamel
;
Girardin, Eric
- In:
Economic modelling
44
(
2015
),
pp. 294-306
Persistent link: https://www.econbiz.de/10011326223
Saved in:
28
Bull, bear or any other states in US stock market?
Jiang, Yu
;
Fang, Xianming
- In:
Economic modelling
44
(
2015
),
pp. 54-58
Persistent link: https://www.econbiz.de/10011326294
Saved in:
29
Fiscal sustainability and regime shifts in Japan
Ko, Jun-Hyung
;
Morita, Hiroshi
- In:
Economic modelling
46
(
2015
),
pp. 364-375
Persistent link: https://www.econbiz.de/10011436655
Saved in:
30
Revisiting the Feldstein-Horioka puzzle with regime switching : new evidence from European countries
Chen, Shyh-Wei
;
Shen, Chung-hua
- In:
Economic modelling
49
(
2015
),
pp. 254-259
Persistent link: https://www.econbiz.de/10011439547
Saved in:
31
An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach
Choi, Jinho
;
Hur, Joonyoung
- In:
Economic modelling
51
(
2015
),
pp. 183-199
Persistent link: https://www.econbiz.de/10011475879
Saved in:
32
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
33
Business cycles synchronization in East Asia : a Markov-switching approach
Dufrénot, Gilles
;
Keddad, Benjamin
- In:
Economic modelling
42
(
2014
),
pp. 186-197
Persistent link: https://www.econbiz.de/10010478186
Saved in:
34
Spatial patterns of flypaper effects for local expenditure by policy objective in Japan : a Bayesian approach
Kakamu, Kazuhiko
;
Yunoue, Hideo
;
Kuramoto, Takashi
- In:
Economic modelling
37
(
2014
),
pp. 500-506
Persistent link: https://www.econbiz.de/10010417615
Saved in:
35
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
36
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
Saved in:
37
Conditional Markov regime switching model applied to economic modelling
Goutte, Stéphane
- In:
Economic modelling
38
(
2014
),
pp. 258-269
Persistent link: https://www.econbiz.de/10010419115
Saved in:
38
Estimation of state changes in system descriptions for dynamic Bayesian networks by using a genetic procedure and particle filters
Lu, Jianjun
;
Tokinaga, Shozo
- In:
Economic modelling
39
(
2014
),
pp. 138-145
Persistent link: https://www.econbiz.de/10010419966
Saved in:
39
The non-linear impact of high and growing government external debt on economic growth : a Markov Regime-switching approach
Doğan, İbrahim
;
Bilgili, Faik
- In:
Economic modelling
39
(
2014
),
pp. 213-220
Persistent link: https://www.econbiz.de/10010421857
Saved in:
40
Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui
;
Wang, Guojing
- In:
Economic modelling
40
(
2014
),
pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
Saved in:
41
Money-output Granger causal dynamics in China
Wang, Xia
;
Zheng, Tingguo
;
Zhu, Yanli
- In:
Economic modelling
43
(
2014
),
pp. 192-200
Persistent link: https://www.econbiz.de/10010502180
Saved in:
42
Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément
;
Rey, Serge
;
Viala, Jean-Renaud
- In:
Economic modelling
41
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
Saved in:
43
Inventory change, capacity utilization and the semiconductor industry cycle
Liu, Wen-hsien
;
Chung, Ching-fan
;
Chang, Kuang-liang
- In:
Economic modelling
31
(
2013
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009725766
Saved in:
44
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Saved in:
45
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
46
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
47
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
48
House price dynamics and their reaction to macroeconomic changes
Nneji, Ogonna
;
Brooks, Chris
;
Ward, Charles W. R.
- In:
Economic modelling
32
(
2013
),
pp. 172-178
Persistent link: https://www.econbiz.de/10009760663
Saved in:
49
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
50
Model reference adaptive expectations in Markov-switching economies
Carravetta, Francesco
;
Sorge, Marco M.
- In:
Economic modelling
32
(
2013
),
pp. 551-559
Persistent link: https://www.econbiz.de/10009762031
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->