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accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Kapitaleinkommen
Prognoseverfahren
Theory
Markov chain
33
Markov-Kette
33
Theorie
15
Stochastic process
10
Stochastischer Prozess
10
Volatility
8
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Barde, Sylvain
1
Bataa, Erdenebat
1
Benyacoub, Badreddine
1
Boreiko, D. V.
1
Cavicchioli, Maddalena
1
Ceffer, Attila
1
Chen, Zhong-Tian
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Ching, Wai Ki
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Chávez Casillas, Jonathan A.
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ElBernoussi, Souad
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Gu, Jia-Wen
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1
Jale, Jader Silva
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1
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Levendovszky, János
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1
Lkhagvasuren, Damba
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Lu, Jiejun
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Tramontana, Fabio
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Wong, Heung
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Xavier, Sílvio Fernando Alves <Júnior>
1
Xia, Qiang
1
Xu, Weidong
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Yu, Feng-Hui
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Computational economics
European journal of operational research : EJOR
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
International journal of production research
29
Operations research
29
Mathematics of operations research
26
Operations research letters
26
International journal of forecasting
25
Journal of econometrics
24
Journal of economic dynamics & control
23
Insurance / Mathematics & economics
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Economics letters
20
Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Applied economics
17
Finance research letters
17
Discussion paper / Centre for Economic Policy Research
16
Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Journal of empirical finance
14
Journal of forecasting
14
Operational research : an international journal
14
International review of financial analysis
12
Scandinavian actuarial journal
11
IMA journal of management mathematics
10
International journal of production economics
10
International review of economics & finance : IREF
10
Journal of banking & finance
10
Journal of the Operational Research Society
10
Macroeconomic dynamics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Econometric reviews
9
SpringerLink / Bücher
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Applied economics letters
8
Opsearch : journal of the Operational Research Society of India
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of mathematical finance
7
Manufacturing & service operations management : M & SOM
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1
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
2
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
3
Multivariate regime switching model estimation and asset allocation
Zheng, Kai
;
Xu, Weidong
;
Zhang, Xili
- In:
Computational economics
61
(
2023
)
1
,
pp. 165-196
Persistent link: https://www.econbiz.de/10014228420
Saved in:
4
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
5
Credit scoring model based on HMM/Baum-Welch method
Benyacoub, Badreddine
;
ElBernoussi, Souad
;
Zoglat, Abdelhak
- In:
Computational economics
59
(
2022
)
3
,
pp. 1135-1154
Persistent link: https://www.econbiz.de/10013169232
Saved in:
6
Modeling economic activities and random catastrophic failures of financial networks via Gibbs random fields
Onural, Levent
;
Pınar, Mustafa Çelebi
;
Fırtına, Can
- In:
Computational economics
58
(
2021
)
2
,
pp. 203-232
Persistent link: https://www.econbiz.de/10012614980
Saved in:
7
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
8
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
9
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
10
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
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