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~isPartOf:"International journal of forecasting"
~subject:"Aktienmarkt"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov-Kette"
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Aktienmarkt
Volatility
Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Forecasting model
30
Prognoseverfahren
30
Theorie
23
Theory
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Gerlach, Richard
2
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1
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International journal of forecasting
Journal of econometrics
38
Energy economics
37
Economic modelling
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
25
Economics letters
21
Finance research letters
20
Journal of empirical finance
20
Journal of forecasting
20
Discussion paper / Tinbergen Institute
17
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of banking & finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
CESifo working papers
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The European journal of finance
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of applied econometrics
9
Journal of economic dynamics & control
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Econometrics : open access journal
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Research in international business and finance
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Applied financial economics
7
CREATES research paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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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
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
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:
4
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
5
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
6
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
7
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:
8
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:
9
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:
10
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
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