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~isPartOf:"International review of financial analysis"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Prognoseverfahren
VAR-Modell
Markov chain
33
Markov-Kette
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Estimation
15
Schätzung
15
Capital income
11
Kapitaleinkommen
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Theorie
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Theory
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Derivative
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Gold
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Avdoulas, Christos
1
Avino, Davide
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Bekiros, Stelios
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Fabozzi, Frank J.
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Focardi, Sergio M.
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Hassapis, Christis
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Liu, Jiadong
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Mandal, Anandadeep
1
Mazza, Davide
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Nneji, Ogonna
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Orłowski, Lucjan T.
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Poshakwale, Sunil S.
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International review of financial analysis
International journal of forecasting
31
Journal of forecasting
28
Journal of econometrics
18
Energy economics
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Economics letters
13
Discussion paper / Tinbergen Institute
12
Applied economics
11
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Working paper
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CESifo working papers
9
Applied economics letters
8
European journal of operational research : EJOR
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers
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Journal of risk and financial management : JRFM
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper series / European Central Bank
7
Department of Economics working paper series
6
EUI working paper / ECO
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Journal of banking & finance
6
Journal of empirical finance
6
Macroeconomic dynamics
6
CAMA working paper series
5
Discussion paper / Centre for Economic Policy Research
5
International review of economics & finance : IREF
5
Journal of applied econometrics
5
Risks : open access journal
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Sveriges Riksbank working paper series
5
Working paper / Norges Bank
5
Computational economics
4
Finance and economics discussion series
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Four essays on Markov-switching DSGE and Markov-switching VAR models
4
Global finance journal
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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
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:
6
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
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