//--> //--> //--> //-->
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
subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
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:"Markovsche Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Markov chain
96
Markov-Kette
96
Volatility
46
Volatilität
46
Forecasting model
43
Prognoseverfahren
43
Estimation
37
Schätzung
37
Theorie
34
Theory
34
ARCH model
29
ARCH-Modell
29
Time series analysis
29
Oil price
28
Ölpreis
28
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Bayes-Statistik
18
Bayesian inference
18
Welt
17
World
17
Capital income
13
Kapitaleinkommen
13
Commodity derivative
12
Rohstoffderivat
12
Stochastic process
12
Stochastischer Prozess
12
Business cycle
11
Konjunktur
11
Börsenkurs
10
Markov switching
10
Share price
10
USA
10
United States
10
Aktienmarkt
9
Electricity price
9
Erdöl
9
Oil market
9
Petroleum
9
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Gupta, Rangan
2
Maheu, John M.
2
Song, Yong
2
Aye, Goodness C.
1
Balcilar, Mehmet
1
Barsoum, Fady
1
Berk, K.
1
Bouoiyour, Jamal
1
Carstensen, Kai
1
Chauvet, Marcelle
1
Date, Paresh
1
Di Sanzo, Silvestro
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Fei, Fei
1
Fuertes, Ana María
1
Gerlach, Richard
1
Gillas, Konstantinos Gkillas
1
Haase, Felix
1
Hammoudeh, Shawkat
1
Heinrich, Markus
1
Hoffmann, A.
1
Hou, Chenghan
1
Ignatieva, Ekaterina
1
Ji, Qiang
1
Kalotychou, Elena
1
Klarl, Torben
1
Klein, Tony
1
Krolzig, Hans-Martin
1
Lammerding, Marc
1
Li, Meng
1
Li, Yang
1
Luo, Jiawen
1
Mamon, Rogemar
1
Martínez-Martín, Jaime
1
Miller, Stephen M.
1
Müller, A.
1
Nalewaik, Jeremy
1
Neuenkirch, Matthias
1
Os, Bram van
1
more ...
less ...
Published in...
All
Energy economics
International journal of forecasting
Journal of econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Discussion paper / Tinbergen Institute
16
Economic modelling
15
Journal of forecasting
15
Economics letters
14
Working papers
11
Applied economics
10
CESifo working papers
10
Macroeconomic dynamics
10
Working paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Computational economics
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric reviews
7
Journal of applied econometrics
7
International review of economics & finance : IREF
6
CAMA working paper series
5
CREATES research paper
5
Econometric Institute research papers
5
Econometric theory
5
Econometrics : open access journal
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Applied economics letters
4
EUI working paper / ECO
4
International journal of economics and finance
4
Journal of empirical finance
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Documentos de trabajo / Banco de España
3
Economics working paper
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of theoretical and applied finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
4
Keeping track of global trade in real time
Martínez-Martín, Jaime
;
Rusticelli, Elena
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10012692695
Saved in:
5
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
6
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
7
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
8
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
9
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
10
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->