//--> //--> //-->
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:"Computational economics"
~isPartOf:"Discussion papers"
~subject:"Forecasting model"
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:"Markoff-Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Markov chain
47
Markov-Kette
47
Theorie
22
Theory
22
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Bayes-Statistik
8
Bayesian inference
8
Estimation
8
Schätzung
8
Time series analysis
8
Zeitreihenanalyse
8
Credit risk
7
Kreditrisiko
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option pricing theory
7
Optionspreistheorie
7
Estimation theory
5
Game theory
5
Schätztheorie
5
Spieltheorie
5
ARCH model
4
ARCH-Modell
4
Mathematical programming
4
Mathematische Optimierung
4
Control theory
3
Credit rating
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Kontrolltheorie
3
Kreditwürdigkeit
3
Markov chains
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Regime switching
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Felix do Nascimento, Kerolly Kedma
1
Ferreira, Tiago A. E.
1
Gupta, Rangan
1
Ivashchenko, Sergey
1
Jale, Jader Silva
1
Kotzé, Kevin
1
Liang, Rubing
1
Liu, Jinshan
1
Santos, Fábio Sandro dos
1
Wong, Heung
1
Xavier, Sílvio Fernando Alves <Júnior>
1
Xia, Qiang
1
Çekin, Semih Emre
1
more ...
less ...
Published in...
All
Computational economics
Discussion papers
International journal of forecasting
30
Journal of forecasting
28
Energy economics
13
Discussion paper / Tinbergen Institute
10
Journal of econometrics
9
European journal of operational research : EJOR
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Quantitative finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
CESifo working papers
6
Finance research letters
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Department of Economics working paper series
5
Economic modelling
5
Economics letters
5
International review of financial analysis
5
Risks : open access journal
5
Working paper
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International Journal of Energy Economics and Policy : IJEEP
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Technological forecasting & social change : an international journal
4
Working paper series / European Central Bank
4
Discussion paper / Centre for Economic Policy Research
3
Documentos de trabajo / Banco de España
3
Economics working paper
3
Finance and economics discussion series
3
Global finance journal
3
International journal of finance & economics : IJFE
3
Kiel working paper
3
Macroeconomic dynamics
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper / Norges Bank
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
2
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
3
Bayesian analysis of power-transformed and threshold GARCH models : a Griddy-Gibbs sampler approach
Xia, Qiang
;
Wong, Heung
;
Liu, Jinshan
;
Liang, Rubing
- In:
Computational economics
50
(
2017
)
3
,
pp. 353-372
Persistent link: https://www.econbiz.de/10011783316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->