//--> //--> //--> //-->
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:"Applied economics"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~subject:"Markov-Kette"
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 chain"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Markov chain
46
Estimation
22
Schätzung
22
Volatility
18
Volatilität
18
Theorie
17
Theory
17
Forecasting model
14
Prognoseverfahren
14
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
11
ARCH-Modell
11
Capital income
11
Kapitaleinkommen
11
VAR model
7
VAR-Modell
7
Stochastic process
6
Stochastischer Prozess
6
Bayes-Statistik
5
Bayesian inference
5
China
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Aktienmarkt
4
Business cycle
4
Börsenkurs
4
Konjunktur
4
Schock
4
Share price
4
Shock
4
Stock market
4
Welt
4
World
4
Coronavirus
3
Correlation
3
EU countries
3
EU-Staaten
3
Estimation theory
3
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Language
All
English
46
Author
All
Blazsek, Szabolcs
3
Ho, Han-Chiang
2
Lu, Xinjie
2
Ma, Feng
2
Wang, Peiming
2
Wirjanto, Tony S.
2
Alam, Md Rafayet
1
Alba, Joseph Dennis
1
Aloui, Chaker
1
Asai, Manabu
1
Ayala, Astrid
1
Balagyozyan, Aram
1
Balcilar, Mehmet
1
Begnum, Kyrre
1
Beruvides, Mario
1
Cakan, Esin
1
Carlo, Thiago Carlomagno
1
Chen, Cathy W. S.
1
Chen, Hsin-Fu
1
Cheng, Jen-chi
1
Chevallier, Julien
1
Chiang, Shu-Mei
1
Chikasada, Mitsuko
1
Chu, Guoqing
1
Chua, Chew Lian
1
Cordero-Franco, Alvaro E.
1
Cremaschini, Alessandro
1
Cuñado Eizaguirre, Juncal
1
Damásio, Bruno
1
Ding, Jin
1
Enck, David
1
Fonseca, José da
1
Forhad, Abdur Rahman
1
Gharavian, Davood
1
Gil-Alaña, Luis A.
1
Gomes, Fábio A.
1
Gordon, Stephen F.
1
Goutte, Stéphane
1
Gubareva, Mariya
1
Hammer, Hugo Lewi
1
more ...
less ...
Published in...
All
Applied economics
Journal of forecasting
European journal of operational research : EJOR
133
Operations research letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
50
Operations research
43
Journal of econometrics
41
Discussion paper / Centre for Economic Policy Research
40
Energy economics
40
International journal of production research
36
Computational economics
33
Journal of economic dynamics & control
32
Quantitative finance
32
Economics letters
31
Computers & operations research : and their applications to problems of world concern ; an international journal
30
Insurance / Mathematics & economics
29
Finance research letters
28
Economic modelling
27
International journal of forecasting
26
Dynamic games and applications : DGA
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International review of financial analysis
23
Applied economics letters
21
International review of economics & finance : IREF
20
Operational research : an international journal
20
Opsearch : journal of the Operational Research Society of India
20
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of theoretical and applied finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of empirical finance
16
Research in international business and finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
IMA journal of management mathematics
14
Journal of the Operational Research Society
14
Macroeconomic dynamics
14
Econometric reviews
13
International journal of production economics
13
Journal of banking & finance
13
Review of quantitative finance and accounting
13
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
3
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
4
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
5
Wind power prediction based on wind speed forecast using hidden Markov model
Jahromi, Khatereh Ghasvarian
;
Gharavian, Davood
; …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10013465766
Saved in:
6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
7
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
8
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
9
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
10
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->