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~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"VAR model"
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Search: subject_exact:"Markoff-Kette"
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Forecasting model
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Markov chain
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Blazsek, Szabolcs
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Applied economics
International review of financial analysis
Dynamic games and applications : DGA
33
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20
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19
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
5
Direction-of-change forecasting in commodity futures markets
Liu, Jiadong
;
Papailias, Fotis
;
Quinn, Barry
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
Saved in:
6
A numerical optimization pesudo-algorithm for two-player zero-sum stochastic games
Li, Peng
;
Li, Xiangrong
;
Yuan, Gonglin
;
Zhang, Maojun
- In:
Applied economics
53
(
2021
)
15
,
pp. 1729-1742
Persistent link: https://www.econbiz.de/10012485289
Saved in:
7
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
8
Transmission effects of the U.S. and China monetary policy shocks on the world
Chiang, Shu-Mei
;
Liu, Hung-Chun
;
Huang, Chien-Ming
; …
- In:
Applied economics
51
(
2019
)
46
,
pp. 5063-5075
Persistent link: https://www.econbiz.de/10012197184
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
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