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Search: subject:"Markov"
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Bayes-Statistik
126
Bayesian inference
126
Markov chain
80
Markov-Kette
80
Estimation
63
Schätzung
63
Theorie
59
Theory
59
Volatility
58
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58
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45
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45
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41
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41
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34
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34
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31
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Electric power industry
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Elektrizitätswirtschaft
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Chan, Joshua
4
Gupta, Rangan
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Koop, Gary
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Steel, Mark F. J.
4
Tsionas, Efthymios G.
4
Carriero, Andrea
3
Casarin, Roberto
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Doppelhofer, Gernot
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Huber, Florian
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Jacobi, Liana
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Marcellino, Massimiliano
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Psaradakis, Zacharias G.
3
Sola, Martin
3
Uddin, Mohammed Gazi Salah
3
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Amisano, Gianni
2
Balcilar, Mehmet
2
Bao Hoang Nguyen
2
Benoit, Dries F.
2
Billio, Monica
2
Czudaj, Robert
2
Demirer, Rıza
2
Drachal, Krzysztof
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Eicher, Theo S.
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Feldkircher, Martin
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Hammoudeh, Shawkat
2
Hou, Chenghan
2
Jarociński, Marek
2
Ji, Qiang
2
Kaufmann, Sylvia
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Kim, Chang-jin
2
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2
Lanne, Markku
2
Luo, Jiawen
2
Luoto, Jani
2
Ma, Feng
2
Morley, James C.
2
Nonejad, Nima
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Journal of applied econometrics
Energy economics
European journal of operational research : EJOR
338
Journal of econometrics
264
Discussion paper / Tinbergen Institute
206
Working paper
178
Economic modelling
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
MPRA Paper
155
International journal of forecasting
150
Journal of economic dynamics & control
146
Journal of economic theory
142
Economics letters
137
International journal of production research
130
Computational Statistics
129
Games and economic behavior
124
Physica A: Statistical Mechanics and its Applications
120
Insurance / Mathematics & economics
116
Mathematical Methods of Operations Research
111
Mathematics of operations research
111
Operations research
111
Operations research letters
108
Applied economics
101
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Working Paper
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
CESifo working papers
94
Discussion paper / Centre for Economic Policy Research
94
Journal of forecasting
92
International journal of production economics
90
Working paper series / European Central Bank
88
Mathematical methods of operations research
86
Statistics & Probability Letters
86
Management Science
84
Computational economics
83
Econometric reviews
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
205
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1
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10
of
205
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date (oldest first)
1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
2
The dynamic interdependence in the demand of primary and emergency secondary care : a hidden
Markov
approach
Laudicella, Mauro
;
Li Donni, Paolo
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 521-536
Persistent link: https://www.econbiz.de/10013186697
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
Herd and causality dynamics between energy commodities and ethical investment : evidence from the different phases of the COVID-19 pandemic
Azhar Mohamad
;
Fromentin, Vincent
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483678
Saved in:
5
Financial stress and commodity price volatility
Chen, Louisa
;
Verousis, Thanos
;
Wang, Kai
;
Zhou, Zhiping
- In:
Energy economics
125
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
Saved in:
6
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
7
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon
- In:
Energy economics
105
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
Saved in:
8
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
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