//--> //--> //--> //-->
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:"International journal of forecasting"
~subject:"Forecasting"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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:"Markov-Kette"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Volatility
Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Forecasting model
30
Prognoseverfahren
30
Theorie
23
Theory
23
Time series analysis
19
Estimation
14
Schätzung
14
Volatilität
13
ARCH model
12
ARCH-Modell
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Bayes-Statistik
10
Bayesian inference
10
Business cycle
8
Capital income
8
Kapitaleinkommen
8
Konjunktur
8
Frühindikator
7
Leading indicator
7
Estimation theory
5
Markov switching
5
Risikomaß
5
Risk measure
5
Schätztheorie
5
USA
5
United States
5
Aktienmarkt
4
Economic forecast
4
Markov chain Monte Carlo
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Gerlach, Richard
2
Hou, Chenghan
2
Maheu, John M.
2
Song, Yong
2
Barsoum, Fady
1
Berk, K.
1
Carstensen, Kai
1
Chauvet, Marcelle
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Fei, Fei
1
Foroni, Claudia
1
Fuertes, Ana María
1
Gallo, Giampiero M.
1
Gupta, Rangan
1
Guérin, Pierre
1
Haase, Felix
1
Heinrich, Markus
1
Herrera, Ana María
1
Hoffmann, A.
1
Hu, Liang
1
Ji, Qiang
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Klein, Tony
1
Krolzig, Hans-Martin
1
Li, Meng
1
Li, Yang
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Yuanhui
1
Mao, Xiuping
1
Marcellino, Massimiliano
1
Martínez-Martín, Jaime
1
Müller, A.
1
Nalewaik, Jeremy
1
Neuenkirch, Matthias
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
38
Energy economics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Economic modelling
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
21
Economics letters
20
Journal of forecasting
20
Finance research letters
18
Journal of empirical finance
18
Discussion paper / Tinbergen Institute
17
The North American journal of economics and finance : a journal of financial economics studies
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International review of economics & finance : IREF
14
International review of financial analysis
14
Computational economics
13
Econometric reviews
13
Working papers
13
Applied economics letters
12
International journal of theoretical and applied finance
12
Macroeconomic dynamics
12
Quantitative finance
12
Review of quantitative finance and accounting
12
Working paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CESifo working papers
11
International journal of finance & economics : IJFE
11
Journal of banking & finance
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The European journal of finance
9
Econometrics : open access journal
8
Journal of applied econometrics
8
Journal of risk and financial management : JRFM
8
European journal of operational research : EJOR
7
Research in international business and finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
CAMA working paper series
6
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->