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  • Search: subject:"Markov's chains"
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Year of publication
Subject
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Markov chain 9,177 Markov-Kette 9,176 Theorie 4,607 Theory 4,599 Schätzung 1,682 Estimation 1,677 Stochastischer Prozess 1,356 Stochastic process 1,352 Bayesian inference 1,079 Bayes-Statistik 1,076 Monte Carlo simulation 1,063 Monte-Carlo-Simulation 1,061 Volatility 1,044 Volatilität 1,043 Zeitreihenanalyse 982 Time series analysis 981 Forecasting model 733 Prognoseverfahren 732 Estimation theory 634 Schätztheorie 634 Konjunktur 577 Business cycle 576 USA 534 United States 534 Mathematical programming 515 Mathematische Optimierung 515 ARCH-Modell 487 ARCH model 486 Capital income 477 Kapitaleinkommen 477 Spieltheorie 464 Game theory 463 Börsenkurs 455 Share price 453 Optionspreistheorie 430 Option pricing theory 429 Portfolio selection 405 Portfolio-Management 405 VAR model 402 VAR-Modell 402
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Online availability
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Free 3,288 Undetermined 2,885 CC license 183
Type of publication
All
Article 5,883 Book / Working Paper 3,667 Journal 2
Type of publication (narrower categories)
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Article in journal 5,329 Aufsatz in Zeitschrift 5,329 Graue Literatur 1,886 Non-commercial literature 1,886 Working Paper 1,875 Arbeitspapier 1,838 Aufsatz im Buch 312 Book section 312 Hochschulschrift 163 Thesis 133 Conference paper 51 Konferenzbeitrag 51 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 Conference Paper 3 research-article 3 Elektronischer Datenträger 2 Festschrift 2 Reprint 2 CD-ROM, DVD 1 Glossar enthalten 1 Glossary included 1
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Language
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English 9,182 Undetermined 249 German 63 French 31 Spanish 14 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 45 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 Stachurski, John 30 Zha, Tao 30 Chauvet, Marcelle 27 Lütkepohl, Helmut 27 Bauwens, Luc 26 Kaufmann, Sylvia 26 Kim, Chang-jin 26 Kohn, Robert 26 Lucas, André 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 Frühwirth-Schnatter, Sylvia 22 Koop, Gary 22 Lux, Thomas 22 Sethi, Suresh 22 Spagnolo, Fabio 22 Hansen, Lars Peter 21 Krolzig, Hans-Martin 21 Leiva-Leon, Danilo 21
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Institution
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National Bureau of Economic Research 45 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Ekonomiska forskningsinstitutet <Stockholm> 11 Federal Reserve Bank of St. Louis 10 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 10 Tilburg University, Center for Economic Research 7 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 Institut für Weltwirtschaft (IfW) 4 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 4 Springer Fachmedien Wiesbaden 4 University of Strathclyde / Department of Economics 4 Christian-Albrechts-Universität zu Kiel 3 Département de Sciences Économiques, Université de Montréal 3 European Commission / Statistical Office of the European Union 3 European University Institute / Department of Economics 3 International Monetary Fund (IMF) 3 London School of Economics and Political Science 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Tinbergen Instituut 3 University of British Columbia / Finance Division 3 University of Melbourne / Department of Economics 3 University of Reading / Department of Economics 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Centre for Actuarial Studies 2 Centre for Growth and Business Cycle Research <Manchester> 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 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 ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2 Instituto Valenciano de Investigaciones Económicas 2 KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy 2 Lunds Universitet / Nationalekonomiska Institutionen 2 National Institute of Economic and Social Research 2
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Published in...
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European journal of operational research : EJOR 270 Journal of econometrics 140 Operations research letters 111 Mathematics of operations research 108 Operations research 96 Discussion paper / Tinbergen Institute 91 Economic modelling 88 International journal of production research 86 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 44 Risks : open access journal 44 Discussion paper / Centre for Economic Policy Research 42 Opsearch : journal of the Operational Research Society of India 42 NBER Working Paper 41 Applied economics letters 40 Macroeconomic dynamics 40 Management science : journal of the Institute for Operations Research and the Management Sciences 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) 9,194 RePEc 299 EconStor 51 BASE 4 Other ZBW resources 4
Showing 1 - 10 of 9,552
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Reconstructing cryptocurrency processes via Markov chains
Araújo, Tanya; Barbosa, Paulo - In: Computational economics 64 (2024) 4, pp. 2509-2521
Persistent link: https://www.econbiz.de/10015144026
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Socio-economic development performance and convergence among metropolitan municipal and district assemblies in Ghana
Iddrisu, Zurikanen; Thill, Jean-Claude - In: Growth and change : a journal of urban and regional policy 55 (2024) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10015166519
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First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
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Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015076688
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On Markov intertwining relations and primal conditioning
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent - 2024
Persistent link: https://www.econbiz.de/10014476098
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Hidden messages : mapping nations' media campaigns
Erhardt, Keeley; Pentland, Alex - In: Computational & mathematical organization theory 30 (2024) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10014560598
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Labor market transitions in Bolivia during the Covid-19 pandemic
Calle Sarmiento, Angélica del Carmen - In: Latin American journal of central banking : LAJCB 5 (2024) 2, pp. 1-14
In a descriptive way, this paper analyzes the transitions in the Bolivian labor market during the Covid19 pandemic to comprehend the patterns and trends of worker transitions across states related to employment, unemployment, temporarily inactive, permanently inactive; also for employed people...
Persistent link: https://www.econbiz.de/10015055093
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Higher-order assortativity for directed weighted networks and Markov chains
Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227
Persistent link: https://www.econbiz.de/10014573972
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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław; Szwabiński, Janusz - In: Econometrics : open access journal 11 (2023) 2, pp. 1-26
The parametric estimation of stochastic differential equations (SDEs) has been the subject of intense studies already for several decades. The Heston model, for instance, is based on two coupled SDEs and is often used in financial mathematics for the dynamics of asset prices and their...
Persistent link: https://www.econbiz.de/10014362627
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Corn ethanol expansion and the evolution of US crop patterns
Smith, T. Jake; Moschini, GianCarlo - 2023 - This draft: 19 December 2023
Persistent link: https://www.econbiz.de/10014530315
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