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  • Search: subject:"Markov Chain approximation"
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Year of publication
Subject
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Markov chain 9,176 Markov-Kette 9,176 Theorie 4,599 Theory 4,599 Estimation 1,676 Schätzung 1,674 Stochastischer Prozess 1,353 Stochastic process 1,352 Bayes-Statistik 1,076 Bayesian inference 1,076 Monte-Carlo-Simulation 1,061 Monte Carlo simulation 1,060 Volatility 1,043 Volatilität 1,043 Zeitreihenanalyse 981 Time series analysis 980 Forecasting model 732 Prognoseverfahren 732 Estimation theory 634 Schätztheorie 634 Business cycle 576 Konjunktur 575 USA 533 United States 533 Mathematical programming 515 Mathematische Optimierung 515 ARCH model 486 ARCH-Modell 486 Capital income 477 Kapitaleinkommen 477 Game theory 463 Spieltheorie 463 Börsenkurs 454 Share price 453 Option pricing theory 428 Optionspreistheorie 428 Portfolio selection 405 Portfolio-Management 405 VAR model 402 VAR-Modell 402
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Online availability
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Free 3,098 Undetermined 2,754 CC license 182
Type of publication
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Article 5,685 Book / Working Paper 3,506 Journal 2
Type of publication (narrower categories)
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Article in journal 5,317 Aufsatz in Zeitschrift 5,317 Graue Literatur 1,880 Non-commercial literature 1,880 Working Paper 1,835 Arbeitspapier 1,834 Aufsatz im Buch 312 Book section 312 Hochschulschrift 163 Thesis 132 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 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 CD-ROM, DVD 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1
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Language
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English 9,070 German 62 French 27 Undetermined 15 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 Chauvet, Marcelle 27 Lütkepohl, Helmut 27 Stachurski, John 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 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 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 EconWPA 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 Centre for Actuarial Studies 2 Centre for Growth and Business Cycle Research <Manchester> 2 Department of Economics, Concordia University 2 European Central Bank 2 Federal Reserve Bank of New York 2 Forschungsinstitut zur Zukunft der Arbeit 2 Instituto Valenciano de Investigaciones Económicas 2 Lunds Universitet / Nationalekonomiska Institutionen 2 National Institute of Economic and Social Research 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 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Bank of Spain (Spain) 1 Bonn Graduate School of Economics 1 Brown University / Department of Economics 1 Center for Economic Research <Tilburg> 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Danmarks Nationalbank 1 Department of Agricultural Economics, Cornell University Agricultural Experiment Station, New York State College of Agriculture and Life Sciences, Cornell University 1
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Published in...
All
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) 9,176 RePEc 15 EconStor 1 Other ZBW resources 1
Showing 151 - 160 of 9,193
Cover Image
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Fülle, Markus J.; Herwartz, Helmut - In: Journal of forecasting 43 (2024) 6, pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
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Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Journal of forecasting 43 (2024) 6, pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
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To deploy or not to deploy CCS Abatement, and when : a differential game perspective
Chen, Yiwen; Paulus, Nora; Wan, Xi; Zou, Benteng - 2024
Persistent link: https://www.econbiz.de/10015061029
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The relationship between renewable energy attention and volatility : a HAR model with markov time-varying transition probability
Duan, Huayou; Zhao, Chenchen; Wang, Lu; Liu, Guangqiang - In: Research in international business and finance 71 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015062160
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Flexible negative binomial mixtures for credible mode inference in heterogeneous count data from finance, economics and bioinformatics
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - 2024
In several scientific fields, such as finance, economics and bioinformatics, important theoretical and practical issues exist involving multimodal and asymmetric count data distributions due to heterogeneity of the underlying population. For accurate approximation of such distributions we...
Persistent link: https://www.econbiz.de/10015062977
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Economic sanctions and barley price regime change in Iran
Aliabadi, Mohammad Mehdi Farsi; Sardehaie, Behzad Fakari - In: Bio-based and applied economics 13 (2024) 2, pp. 161-170
In Iran, barley is considered the second-largest cultivated crop. However, more than 40% of Iran's requirements are imported from the international market. Due to the importance of barley in providing livestock feed and food security, its price variation is a critical issue for Iranian...
Persistent link: https://www.econbiz.de/10015047656
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Bayesian CART models for insurance claims frequency
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131
Persistent link: https://www.econbiz.de/10015049382
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Filtering coupled Wright-Fisher diffusions
Boetti, Chiara; Ruggiero, Matteo - 2024
Persistent link: https://www.econbiz.de/10015101099
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Optimal investment strategy on data analytics capabilities of startups via Markov decision analysis
Voorneveld, Maarten; Groot, Maurits de - In: Decision analytics journal 10 (2024), pp. 1-12
Startup companies operate in an unpredictable and unstable business environment. They​ have the potential to grow through optimal decision-making ►Or a suboptimal decision could spell the end of the company. Data analytics is often used to power and guide startup growth decisions. This​...
Persistent link: https://www.econbiz.de/10015101627
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Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
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