//--> //--> //--> //-->
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:"EUI working paper / ECO"
~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"VAR 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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Game theory
VAR model
Markov chain
45
Markov-Kette
45
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Capital income
11
Kapitaleinkommen
11
Volatility
11
Volatilität
11
USA
8
United States
8
Börsenkurs
7
Share price
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Prognoseverfahren
6
VAR-Modell
6
Yield curve
6
Zinsstruktur
6
Aktienmarkt
5
EU countries
5
EU-Staaten
5
Markov switching
5
Portfolio selection
5
Portfolio-Management
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
Cointegration
4
Financial market
4
Finanzmarkt
4
Großbritannien
4
Hedging
4
Kointegration
4
Schock
4
Shock
4
more ...
less ...
Online availability
All
Free
6
Undetermined
5
Type of publication
All
Article
6
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
12
Author
All
Lütkepohl, Helmut
3
Lanne, Markku
2
Avdoulas, Christos
1
Avino, Davide
1
Bekiros, Stelios
1
Droumaguet, Matthieu
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Guérin, Pierre
1
Hassapis, Christis
1
Herwartz, Helmut
1
Liu, Jiadong
1
Maciejowska, Katarzyna
1
Mandal, Anandadeep
1
Marcellino, Massimiliano
1
Mazza, Davide
1
Netšunajev, Aleksei
1
Nneji, Ogonna
1
Orłowski, Lucjan T.
1
Papailias, Fotis
1
Poshakwale, Sunil S.
1
Quinn, Barry
1
Soper, Carolyne
1
Woźniak, Tomasz
1
more ...
less ...
Institution
All
European University Institute / Department of Law
4
Published in...
All
EUI working paper / ECO
International review of financial analysis
Dynamic games and applications : DGA
33
International journal of forecasting
31
Journal of forecasting
28
Journal of econometrics
20
Mathematics of operations research
19
Economics letters
17
Energy economics
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
CESifo working papers
14
European journal of operational research : EJOR
13
Journal of economic theory
13
Applied economics
12
Discussion paper / Tinbergen Institute
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Discussion paper / Centre for Economic Policy Research
10
Games and economic behavior
10
Journal of economic dynamics & control
10
Working paper
10
Computational economics
9
Working papers
9
Applied economics letters
8
Quantitative finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of risk and financial management : JRFM
7
Macroeconomic dynamics
7
Mathematical methods of operations research
7
Operations research letters
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper series / European Central Bank
7
Working papers / Penn Institute for Economic Research
7
Department of Economics working paper series
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International journal of game theory : official journal of the Game Theory Society
6
Journal of banking & finance
6
Journal of empirical finance
6
CAMA working paper series
5
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
5
Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
6
Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu
;
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764707
Saved in:
7
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008935686
Saved in:
8
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
9
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
10
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->