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isPartOf:"Journal of economic theory"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Markov chain"
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Markov chain
155
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32
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32
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Reffett, Kevin L.
5
Balbus, Lukasz
4
Fudenberg, Drew
4
Imhof, Lorens
4
Woźny, Łukasz
4
Elliott, Robert J.
3
Gerlach, Richard
3
Zhu, Song-Ping
3
Amisano, Gianni
2
Camacho, Maximo
2
Chauvet, Marcelle
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Chen, Cathy W. S.
2
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Hansen, Lars Peter
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Harding, Don
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He, Xin-Jiang
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Herings, Peter Jean-Jacques
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Hou, Chenghan
2
Kang, Kyu Ho
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Li, Lingfei
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Lütkepohl, Helmut
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Maheu, John M.
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2
Predtetchinski, Arkadi
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Sargent, Thomas J.
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Senyuz, Zeynep
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Song, Yong
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Tsionas, Efthymios G.
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Altuğ, Sumru
1
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1
Barelli, Paulo
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Bengoechea, Pilar
1
Benkard, C. Lanier
1
Bergemann, Dirk
1
Berk, K.
1
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Journal of economic theory
International journal of forecasting
Journal of economic dynamics & control
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
International journal of production research
68
Economics letters
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67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
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Applied economics letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
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Risks : open access journal
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Dynamic games and applications : DGA
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Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
34
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
155
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
4
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
5
Analyzing Linear DSGE models : the method of undetermined Markov states
Roulleau-Pasdeloup, Jordan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478711
Saved in:
6
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
7
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
8
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
9
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
10
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
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