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~isPartOf:"Working papers"
~person:"Billio, Monica"
~person:"Leisen, Fabrizio"
~person:"Otranto, Edoardo"
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Search: subject_exact:"Markovsche Kette"
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Markov chain
14
Markov-Kette
14
Bayes-Statistik
7
Bayesian inference
7
Theorie
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation
5
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2
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Billio, Monica
Leisen, Fabrizio
Otranto, Edoardo
Casarin, Roberto
10
Stachurski, John
4
Osuntuyi, Anthony
3
Cavicchioli, Maddalena
2
Droumaguet, Matthieu
2
Gallo, Giampiero M.
2
Korobilis, Dimitris
2
Le Van, Cuong
2
Ravazzolo, Francesco
2
Scaffidi Domianello, Luca
2
Woźniak, Tomasz
2
Agudze, Komla M.
1
Ahelegbey, Daniel Felix
1
Anas, Jacques
1
Bulfone, Giacomo
1
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1
De Cian, Enrica
1
Di Sanzo, Silvestro
1
Dijk, Herman K. van
1
Fabbri, Giorgio
1
Faggian, Silvia
1
Ferrara, Laurent
1
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1
Girardin, Eric
1
Harding, Don
1
Horst, Enrique ter
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Iacopini, Matteo
1
Lacava, Demetrio
1
Lo Duca, Marco
1
Mbara, Gilbert
1
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1
Mirman, Leonard J.
1
Mistry, Malcolm
1
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1
Pagan, Adrian R.
1
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Working papers
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
6
Journal of econometrics
4
Journal of forecasting
2
Applied financial economics
1
Bozen economics & management paper series : BEMPS
1
CAMP working paper series
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CORE discussion papers : DP
1
Ca' Foscari University of Venice Department of Economics Working Paper
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Econometric reviews
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Energy economics
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Growth and cycle in the Euro-zone
1
International journal of forecasting
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
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Rivista italiana degli economisti : the journal of the Italian Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper
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University Ca' Foscari of Venice, Dept. of Economics Working Paper Series
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ECONIS (ZBW)
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1
On the relationship between Markov switching inference and fuzzy clustering : a Monte Carlo evidence
Otranto, Edoardo
;
Scaffidi Domianello, Luca
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261239
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
4
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
5
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
6
Growth-cycle phases in China's provinces : a panel Markov-switching approach
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2014
Persistent link: https://www.econbiz.de/10011629384
Saved in:
7
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
8
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
Casarin, Roberto
;
Leisen, Fabrizio
;
Molina, German
; …
-
2014
Persistent link: https://www.econbiz.de/10011631789
Saved in:
9
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
10
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10011629026
Saved in:
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