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  • Search: subject:"Hidden Markov model"
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Year of publication
Subject
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Markov chain 9,217 Markov-Kette 9,215 Theorie 4,618 Theory 4,617 Estimation 1,680 Schätzung 1,678 Stochastischer Prozess 1,365 Stochastic process 1,364 Bayesian inference 1,084 Bayes-Statistik 1,080 Monte-Carlo-Simulation 1,066 Monte Carlo simulation 1,065 Volatility 1,045 Volatilität 1,045 Zeitreihenanalyse 983 Time series analysis 982 Prognoseverfahren 735 Forecasting model 734 Estimation theory 639 Schätztheorie 639 Business cycle 577 Konjunktur 576 USA 533 United States 533 Mathematische Optimierung 522 Mathematical programming 521 ARCH model 487 ARCH-Modell 487 Capital income 479 Kapitaleinkommen 479 Game theory 467 Spieltheorie 467 Börsenkurs 455 Share price 454 Option pricing theory 431 Optionspreistheorie 431 Portfolio selection 406 Portfolio-Management 406 VAR model 402 VAR-Modell 402
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Online availability
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Free 3,176 Undetermined 2,815 CC license 187
Type of publication
All
Article 5,782 Book / Working Paper 3,556 Journal 2
Type of publication (narrower categories)
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Article in journal 5,351 Aufsatz in Zeitschrift 5,351 Graue Literatur 1,883 Non-commercial literature 1,883 Working Paper 1,845 Arbeitspapier 1,836 Aufsatz im Buch 315 Book section 315 Hochschulschrift 164 Thesis 137 Conference paper 50 Konferenzbeitrag 50 Collection of articles written by one author 35 Sammlung 35 Amtsdruckschrift 25 Government document 25 Collection of articles of several authors 20 Sammelwerk 20 Forschungsbericht 16 Aufsatzsammlung 14 Article 11 Konferenzschrift 11 Systematic review 10 Übersichtsarbeit 10 Lehrbuch 9 Textbook 9 Bibliografie enthalten 7 Bibliography included 7 Case study 4 Fallstudie 4 Handbook 4 Handbuch 4 Elektronischer Datenträger 2 Festschrift 2 Reprint 2 research-article 2 CD-ROM, DVD 1 Congress Report 1 Glossar enthalten 1 Glossary included 1
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Language
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English 9,147 Undetermined 83 German 63 French 28 Spanish 6 Polish 5 Portuguese 3 Croatian 2 Italian 1 Dutch 1 Swedish 1 Chinese 1
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Author
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Elliott, Robert J. 50 Casarin, Roberto 48 Billio, Monica 44 Waggoner, Daniel F. 42 Siu, Tak Kuen 38 Dijk, Herman K. van 37 Sola, Martin 37 Reffett, Kevin L. 35 Piger, Jeremy Max 32 Tsionas, Efthymios G. 32 Guidolin, Massimo 31 Gupta, Rangan 30 Zha, Tao 30 Lucas, André 28 Stachurski, John 28 Chauvet, Marcelle 27 Lütkepohl, Helmut 27 Bauwens, Luc 26 Kaufmann, Sylvia 26 Kim, Chang-jin 26 Kohn, Robert 26 Cui, Zhenyu 25 Ravazzolo, Francesco 25 Chib, Siddhartha 24 Psaradakis, Zacharias G. 24 Balbus, Lukasz 23 D'Amico, Guglielmo 23 Koopman, Siem Jan 23 Paap, Richard 23 Dijk, Dick van 22 Doraszelski, Ulrich 22 Dufays, Arnaud 22 Koop, Gary 22 Sethi, Suresh 22 Spagnolo, Fabio 22 Hansen, Lars Peter 21 Krolzig, Hans-Martin 21 Leiva-Leon, Danilo 21 Li, Lingfei 21 Rady, Sven 21
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Institution
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National Bureau of Economic Research 45 Ekonomiska forskningsinstitutet <Stockholm> 11 Federal Reserve Bank of St. Louis 10 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Centre for Analytical Finance <Århus> 6 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 4 Econometrisch Instituut <Rotterdam> 4 European University Institute / Department of Law 4 Springer Fachmedien Wiesbaden 4 University of Strathclyde / Department of Economics 4 Christian-Albrechts-Universität zu Kiel 3 European Commission / Statistical Office of the European Union 3 European University Institute / Department of Economics 3 London School of Economics and Political Science 3 University of British Columbia / Finance Division 3 University of Melbourne / Department of Economics 3 University of Reading / Department of Economics 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre for Actuarial Studies 2 Centre for Growth and Business Cycle Research <Manchester> 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 European Central Bank 2 Federal Reserve Bank of New York 2 Forschungsinstitut zur Zukunft der Arbeit 2 HEC Paris (École des Hautes Études Commerciales) 2 Instituto Valenciano de Investigaciones Económicas 2 Lunds Universitet / Nationalekonomiska Institutionen 2 National Institute of Economic and Social Research 2 Rimini Centre for Economic Analysis (RCEA) 2 School of Economics and Management, University of Aarhus 2 Social Systems Research Institute 2 State University of New York at Albany / Department of Economics 2 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 2 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 2 Université de Montréal / Département de sciences économiques 2 Wang Yanan Institute for Studies in Economics (WISE), Xiamen University 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Banca d'Italia 1
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Published in...
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European journal of operational research : EJOR 276 Journal of econometrics 140 Operations research letters 111 Mathematics of operations research 108 Operations research 97 Discussion paper / Tinbergen Institute 91 Economic modelling 88 International journal of production research 87 Journal of economic dynamics & control 86 Economics letters 81 International journal of theoretical and applied finance 79 Mathematical methods of operations research 77 Insurance / Mathematics & economics 76 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 66 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 65 Energy economics 64 Working paper 64 Computational economics 62 International journal of production economics 62 Applied economics 60 Computers & operations research : and their applications to problems of world concern ; an international journal 57 Journal of forecasting 51 Journal of economic theory 50 Quantitative finance 50 International journal of forecasting 49 Dynamic games and applications : DGA 48 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 48 Finance research letters 45 Risks : open access journal 44 Discussion paper / Centre for Economic Policy Research 42 Opsearch : journal of the Operational Research Society of India 42 Management science : journal of the Institute for Operations Research and the Management Sciences 41 NBER Working Paper 41 Applied economics letters 40 Macroeconomic dynamics 40 NBER working paper series 40 Journal of empirical finance 39 Série des documents de travail / Centre de Recherche en Économie et Statistique 39 Finance and stochastics 38 Working paper / National Bureau of Economic Research, Inc. 38
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Source
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ECONIS (ZBW) 9,218 RePEc 89 EconStor 20 BASE 7 Other ZBW resources 6
Showing 1 - 10 of 9,340
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The relationship between market depth and liquidity fragility in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2025
Persistent link: https://www.econbiz.de/10015406653
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Dynamic customer value cocreation in healthcare
Danaher, Tracey S.; Danaher, Peter J.; Sweeney, Jillian C. - In: Journal of service research 27 (2024) 2, pp. 177-193
Persistent link: https://www.econbiz.de/10014580413
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Energy demand pattern analysis in South Korea using hidden Markov model-based classification
Lee, Jaeyong; Hwang, Beom Seuk - In: Asian economic journal : journal of the East Asian … 38 (2024) 3, pp. 404-428
Persistent link: https://www.econbiz.de/10015154787
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Discrete rule learning in first price auctions
Shachat, Jason M.; Wei, Lijia - 2023
Persistent link: https://www.econbiz.de/10014330017
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://www.econbiz.de/10014284237
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Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; … - 2023
Persistent link: https://www.econbiz.de/10014317448
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Actions speak louder than words : imputing users' reputation from transaction history
Deng, Jiaying; Ghasemkhani, Hossein; Tan, Yong; … - In: Production and operations management : the flagship … 32 (2023) 4, pp. 1096-1111
Persistent link: https://www.econbiz.de/10014266237
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Modeling spatial regimes with smooth transitions
Mattsson, Ingrid; Lyhagen, Johan - In: International regional science review : IRSR ; an … 48 (2025) 1, pp. 38-61
Persistent link: https://www.econbiz.de/10015189541
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Communication strategies to contrast anti-vax action : a differential game approach
Buratto, Alessandra; Cesaretto, Rudy; Muttoni, Maddalena - In: Central European journal of operations research 33 (2025) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10015195695
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Assessing the regime-switching role of risk mitigation measures on agricultural vulnerability : a threshold analysis
Wen, Xiaojie; Mennig, Philipp; Sauer, Johannes - In: Ecological economics 227 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015175513
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