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subject:"Capital income"
~isPartOf:"International journal of forecasting"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: subject_exact:"Markovsche Kette"
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Capital income
Portfolio-Management
United States
Markov chain
41
Markov-Kette
41
Forecasting model
30
Prognoseverfahren
30
Theorie
23
Theory
23
Time series analysis
19
Zeitreihenanalyse
19
Estimation
14
Schätzung
14
Volatility
13
Volatilität
13
ARCH model
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ARCH-Modell
12
Monte Carlo simulation
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Monte-Carlo-Simulation
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Bayes-Statistik
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Bayesian inference
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Business cycle
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Kapitaleinkommen
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Konjunktur
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Frühindikator
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Leading indicator
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Estimation theory
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Forecasting
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Markov switching
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Risikomaß
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Risk measure
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Schätztheorie
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USA
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Aktienmarkt
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Economic forecast
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Markov chain Monte Carlo
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Statistical distribution
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Amisano, Gianni
1
Brooks, Chris
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Fei, Fei
1
Fuertes, Ana María
1
Gallo, Giampiero M.
1
Geweke, John
1
Haase, Felix
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Krolzig, Hans-Martin
1
Layton, Allan P.
1
Neuenkirch, Matthias
1
Omori, Yasuhiro
1
Otranto, Edoardo
1
Persand, Gita
1
Sarlan, Haldun
1
So, Mike Ka-pui
1
Takahashi, Makoto
1
Watanabe, Toshiaki
1
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International journal of forecasting
Economic modelling
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
19
Applied economics
17
International review of financial analysis
17
European journal of operational research : EJOR
16
Journal of econometrics
15
Finance research letters
13
Working paper
13
Economics letters
12
Journal of economic dynamics & control
12
Insurance / Mathematics & economics
11
International journal of theoretical and applied finance
11
Journal of applied econometrics
11
Journal of banking & finance
11
Quantitative finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Energy economics
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
Applied economics letters
8
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Tinbergen Institute
8
Journal of forensic economics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of legal economics
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of forecasting
6
Journal of money, credit and banking : JMCB
6
Research in international business and finance
6
EUI working paper / ECO
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ECONIS (ZBW)
11
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1
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:
2
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
3
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
4
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
5
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
6
Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John
;
Amisano, Gianni
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 216-230
Persistent link: https://www.econbiz.de/10003980280
Saved in:
7
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
8
Business cycle measurement in the presence of structural change : international evidence
Krolzig, Hans-Martin
- In:
International journal of forecasting
17
(
2001
)
3
,
pp. 349-368
Persistent link: https://www.econbiz.de/10001604344
Saved in:
9
Cyclical aspects of business cycle turning points
Sarlan, Haldun
- In:
International journal of forecasting
17
(
2001
)
3
,
pp. 369-382
Persistent link: https://www.econbiz.de/10001604348
Saved in:
10
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
Saved in:
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