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~isPartOf:"International journal of forecasting"
~subject:"Theory"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov-Kette"
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Zeitreihenanalyse
Markov chain
41
Markov-Kette
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30
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International journal of forecasting
European journal of operational research : EJOR
139
Journal of econometrics
85
Mathematical methods of operations research
62
Discussion paper / Tinbergen Institute
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of economic dynamics & control
48
Economics letters
45
International journal of production research
45
Economic modelling
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Operations research letters
43
Energy economics
42
Mathematics of operations research
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Journal of economic theory
35
Risks : open access journal
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International journal of production economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of empirical finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Macroeconomic dynamics
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Working paper
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Econometric reviews
22
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
International review of economics & finance : IREF
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics letters
19
Discussion paper / Centre for Economic Policy Research
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
International review of financial analysis
18
Journal of banking & finance
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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
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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