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~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
~subject:"Markov chain"
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Search: subject_exact:"Stochastischer Prozess"
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Forecasting model
Markov chain
Stochastic process
66
Stochastischer Prozess
66
Theorie
39
Theory
39
Time series analysis
34
Zeitreihenanalyse
34
Volatility
30
Volatilität
30
Prognoseverfahren
28
Bayes-Statistik
16
Bayesian inference
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
State space model
14
Zustandsraummodell
14
Estimation
13
Markov-Kette
13
Schätzung
13
Stochastic volatility
12
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation theory
8
Schätztheorie
8
Statistical distribution
8
Statistische Verteilung
8
Börsenkurs
7
Capital income
7
Kapitaleinkommen
7
Share price
7
ARCH model
6
ARCH-Modell
6
Bayesian Markov chain Monte Carlo
5
Option pricing theory
5
Optionspreistheorie
5
Hawkes process
4
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4
Scientific modelling
4
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3
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English
37
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Martin, Gael M.
10
Forbes, Catherine Scipione
7
Maneesoonthorn, Worapree
6
Frazier, David T.
3
Chan, Joshua
2
Koo, Bonsoo
2
Loiza-Maya, Ruben
2
Ruiz, Esther
2
Seo, Myung Hwan
2
Zhang, Xibin
2
Athanasopoulos, George
1
Barajas-Solano, David A.
1
Beaumont, Adrian
1
Brüggemann, Ralf
1
Chiu, Ching Wai Jeremy
1
Collet, J.
1
Cross, Jamie
1
Dessertaine, A.
1
Dimitrakopoulos, Stefanos
1
Dordonnat, V.
1
Eraslan, Sercan
1
Erkkilä, Timo
1
Espasa Terrades, Antoni
1
Gasthaus, Jan
1
Gunawan, David
1
Hasson, Hilaf
1
Horta, Eduardo
1
Huber, Florian
1
Iversen, Emil B.
1
Januschowski, Tim
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
King, Maxwell L.
1
Kohn, Robert
1
Koopman, Siem Jan
1
Kryshko, Maxym
1
Li, Gang
1
Lloyd, James Robert
1
Lucas, André
1
Lütkepohl, Helmut
1
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Published in...
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International journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
46
Insurance / Mathematics & economics
28
Journal of econometrics
28
International journal of theoretical and applied finance
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Risks : open access journal
23
Journal of forecasting
20
Quantitative finance
19
Mathematics of operations research
17
Discussion paper / Tinbergen Institute
16
CAMA working paper series
14
Economic modelling
14
Computational economics
13
Energy economics
13
Finance and stochastics
13
Operations research
13
Econometric reviews
12
Journal of economic dynamics & control
12
Annals of operations research
11
International journal of production research
11
Journal of mathematical finance
11
Finance research letters
10
Mathematical methods of operations research
10
Annals of finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of risk and financial management : JRFM
9
Working paper
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Economics letters
8
Operations research letters
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Applied economics
7
Applied mathematical finance
7
Asia-Pacific financial markets
7
Econometrics : open access journal
7
International journal of production economics
7
Journal of banking & finance
7
Journal of empirical finance
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ECONIS (ZBW)
37
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
3
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
4
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
5
Forecasting with trees
Januschowski, Tim
;
Wang, Yuyang
;
Torkkola, Kari
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1473-1481
Persistent link: https://www.econbiz.de/10014381127
Saved in:
6
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
7
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:
8
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
9
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
10
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
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