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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Markov-Kette"
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Markov-Kette
Bayes-Statistik
126
Bayesian inference
126
Theorie
81
Theory
81
Markov chain
77
Estimation
65
Schätzung
65
Time series analysis
53
Zeitreihenanalyse
53
Forecasting model
34
Prognoseverfahren
34
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
USA
30
United States
30
VAR model
30
VAR-Modell
30
Volatility
27
Volatilität
27
Estimation theory
24
Schätztheorie
24
ARCH model
17
ARCH-Modell
17
Regression analysis
16
Regressionsanalyse
16
Business cycle
14
Konjunktur
14
Economic growth
13
Modellierung
13
Scientific modelling
13
Wirtschaftswachstum
13
Börsenkurs
11
Share price
11
State space model
11
Stochastic process
11
Stochastischer Prozess
11
Zustandsraummodell
11
Geldpolitik
10
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10
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2
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77
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77
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English
77
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Sola, Martin
7
Psaradakis, Zacharias G.
6
Spagnolo, Fabio
4
Billio, Monica
2
Blazsek, Szabolcs
2
Casarin, Roberto
2
Chevallier, Julien
2
Davig, Troy
2
Driffill, John
2
Haas, Markus
2
Morley, James C.
2
Piger, Jeremy Max
2
Abdymomunov, Azamat
1
Aboura, Sofiane
1
Ahelegbey, Daniel Felix
1
Alencar, Airlane P.
1
Amisano, Gianni
1
Avdoulas, Christos
1
Bai, Jushan
1
Bekiros, Stelios
1
Ben-Gal, Irad
1
Bessec, Marie
1
Beylunioğlu, Fuat C.
1
Bianchi, Michele Leonardo
1
Bouabdallah, Othman
1
Bruzda, Joanna
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Candido, Osvaldo
1
Chen, Haiqiang
1
Cheng, Jie
1
Chib, Siddhartha
1
Coakley, Jerry
1
Dahl, Christian M.
1
De Angelis, Luca
1
Dimpfl, Thomas
1
Donayre, Luiggi
1
Droumaguet, Matthieu
1
Elliott, Robert J.
1
Escribano, Álvaro
1
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Journal of applied econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
68
Economics letters
67
International journal of theoretical and applied finance
66
International journal of production research
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
58
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
53
Applied economics
52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
36
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
34
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of banking & finance
30
Working papers
30
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ECONIS (ZBW)
77
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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
Score-driven multi-regime
Markov
-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
What does Google say about credit developments in Brazil?
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 499-527
Persistent link: https://www.econbiz.de/10013453758
Saved in:
7
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
8
Multivariate
Markov
-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
9
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
10
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
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