Search Results - subject:"Markov Models"

The dynamics of social deprivation in Mexico

Ramírez, José Carlos; Kadelbach, Vivian; Mata, Leovardo - In: Latin American economic review : LAER ; official … 30 (2021), pp. 1-20

This paper aims to model the dynamics of social deprivation in Mexico using a Markovian approach. First, we establish a scenario where a list of items characterizing social deprivation evolves as a first-order Markov chain under the sample period (2002-2012). Then, we estimate latent states and...

Persistent link: https://www.econbiz.de/10012594237

Time stability of the impact of institutions on economic growth and real convergence of the EU countries: implications from the hidden Markov models analysis

Bernardelli, Michał; Prochniak, Mariusz; Witkowski, Bartosz - In: Equilibrium : quarterly journal of economics and … 16 (2021) 2, pp. 285-323

Persistent link: https://www.econbiz.de/10012604779

Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets

Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013170523

Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model

Zakamulin, Valeriy - In: Risk management : an international journal 25 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013490816

The determinants of inflation

Kinlaw, William; Kritzman, Mark; Metcalfe, Michael; … - In: Journal of investment management : JOIM 21 (2023) 3, pp. 29-41

Persistent link: https://www.econbiz.de/10014390436

Robustness of proactive intensive care unit transfer policies

Grand-Clément, Julien; Chan, Carri W.; Goyal, Vineet; … - In: Operations research 71 (2023) 5, pp. 1653-1688

Persistent link: https://www.econbiz.de/10014393162

Intraday dynamic rescheduling under patient no-shows

Shetty, Aditya; Groenevelt, Harry; Tilson, Vera - In: Health care management science : a new journal serving … 26 (2023) 3, pp. 583-598

Persistent link: https://www.econbiz.de/10014383167

Markovian stochastic volatility with stochastic correlation : joint calibration and consistency of SPX/VIX short-maturity smiles

Forde, Martin; Smith, Benjamin - In: International journal of theoretical and applied … 26 (2023) 2/3, pp. 1-42

Persistent link: https://www.econbiz.de/10014365673

On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19

Cremaschini, Alessandro; Punzón, Antonio; Martellucci, … - In: Applied economics 55 (2023) 32, pp. 3675-3688

Persistent link: https://www.econbiz.de/10014299197

A formal framework for the RBV : resource dynamics as a Markov process

Wibbens, Phebo D. - In: Strategic management journal 44 (2023) 6, pp. 1562-1586

Persistent link: https://www.econbiz.de/10014301393