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  • Search: subject:"Markov chain approximation"
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Year of publication
Subject
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Markov chain 9,366 Markov-Kette 9,366 Theorie 4,700 Theory 4,700 Estimation 1,699 Schätzung 1,697 Stochastischer Prozess 1,399 Stochastic process 1,398 Bayes-Statistik 1,101 Bayesian inference 1,101 Monte-Carlo-Simulation 1,081 Monte Carlo simulation 1,080 Volatility 1,067 Volatilität 1,067 Zeitreihenanalyse 1,000 Time series analysis 999 Forecasting model 753 Prognoseverfahren 753 Estimation theory 650 Schätztheorie 650 Business cycle 579 Konjunktur 578 Mathematical programming 544 Mathematische Optimierung 544 USA 538 United States 538 ARCH model 495 ARCH-Modell 495 Capital income 485 Kapitaleinkommen 485 Game theory 478 Spieltheorie 478 Börsenkurs 460 Share price 459 Option pricing theory 434 Optionspreistheorie 434 Entscheidung 413 Portfolio selection 413 Portfolio-Management 413 Decision 411
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Online availability
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Free 3,171 Undetermined 2,846 CC license 197
Type of publication
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Article 5,858 Book / Working Paper 3,523 Journal 2
Type of publication (narrower categories)
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Article in journal 5,460 Aufsatz in Zeitschrift 5,460 Graue Literatur 1,896 Non-commercial literature 1,896 Working Paper 1,849 Arbeitspapier 1,848 Aufsatz im Buch 316 Book section 316 Hochschulschrift 164 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 9,260 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 49 Billio, Monica 44 Waggoner, Daniel F. 42 Dijk, Herman K. van 38 Siu, Tak Kuen 38 Sola, Martin 37 Reffett, Kevin L. 35 Guidolin, Massimo 32 Piger, Jeremy Max 32 Tsionas, Efthymios G. 32 Gupta, Rangan 30 Zha, Tao 30 Stachurski, John 28 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 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...
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European journal of operational research : EJOR 276 Journal of econometrics 141 Operations research 116 Mathematics of operations research 114 Operations research letters 111 Discussion paper / Tinbergen Institute 91 Economic modelling 90 International journal of production research 89 Journal of economic dynamics & control 86 Economics letters 82 International journal of theoretical and applied finance 79 Mathematical methods of operations research 77 Insurance 76 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 70 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 67 Energy economics 66 Working paper 65 Applied economics 64 Computational economics 62 International journal of production economics 62 Computers & operations research : and their applications to problems of world concern ; an international journal 57 Quantitative finance 55 Journal of forecasting 52 Dynamic games and applications : DGA 51 Journal of economic theory 51 International journal of forecasting 50 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 48 Risks : open access journal 48 Finance research letters 45 Management science : journal of the Institute for Operations Research and the Management Sciences 45 Applied economics letters 43 Discussion paper / Centre for Economic Policy Research 42 Opsearch : journal of the Operational Research Society of India 42 NBER Working Paper 41 Macroeconomic dynamics 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) 9,366 RePEc 15 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 9,383
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What is the effect of VIX and (un)expected Illiquidity on Sectoral Herding in US REITs during (Non)crises? : evidence from a Markov Switching Model (2014-2022)
Essa, Mohammad Sharik; Giouvris, Evangelos - In: The journal of behavioral finance : a publication of … 26 (2025) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10015357760
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Deep reinforcement learning in non-Markov market-making
Lalor, Luca; Sviščuk, Anatolij - In: Risks : open access journal 13 (2025) 3, pp. 1-27
We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL and the deep RL framework used; we deployed the...
Persistent link: https://www.econbiz.de/10015358963
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Decoding the stock market dynamics in the banking sector : short versus long-term insights
Čeryová, Barbara; Árendáš, Peter - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015359871
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Algorithmic collusion and the minimum price Markov game
Sadoune, Igor; Joanis, Marcelin; Lodi, Andrea - 2025
Persistent link: https://www.econbiz.de/10015361603
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Modelling epidemiological and economics processes : the case of cervical cancer
Taeger, Franziska; Mende, Lena; Fleßa, Steffen - In: Health economics review 15 (2025) 1, pp. 1-20
Different types of mathematical models can be used to forecast the development of diseases as well as associated costs and analyse the cost-effectiveness of interventions. The set of models available to assess these parameters, reach from simple independent equations to highly complex...
Persistent link: https://www.econbiz.de/10015371857
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Cost-effectiveness analysis of combination therapies involving novel agents for first/second-relapse patients with multiple myeloma : a Markov model approach with calibration techniques
Wu, Weijia; Tang, Fengyuan; Wang, Yannan; Yang, Wenqianzi; … - In: Health economics review 15 (2025) 1, pp. 1-17
Background As the number of randomized clinical trials (RCTs) demonstrating the survival benefits of combination therapies in previously treated multiple myeloma (MM) patients increases, it is essential to determine the most cost- effective treatment through robust economic evaluation. This...
Persistent link: https://www.econbiz.de/10015371885
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The impact of volatility regime dynamics on option pricing
Liu, Shican; Li, Qing; Fan, Siqi - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015372565
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Forecasting Markov switching vector autoregressions : evidence from simulation and application
Cavicchioli, Maddalena - In: Journal of forecasting 44 (2025) 1, pp. 136-152
Persistent link: https://www.econbiz.de/10015374001
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Regime-switching density forecasts using economists' scenarios
Moramarco, Graziano - In: Journal of forecasting 44 (2025) 2, pp. 833-845
Persistent link: https://www.econbiz.de/10015374089
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An integrated mathematical epidemiology and inventory model for high demand and limited supplies under uncertainty
Garcia, Yofre H.; Diaz-Infante, Saul; Minjarez-Sosa, … - 2025
At the start of the Coronavirus Disease (COVID-19) vaccination campaign in Mexico, the vaccine was the world's most essential and scarce asset. Managing its administration to optimize its use was, and still is, of paramount importance. However, when the first vaccine was developed at the end of...
Persistent link: https://www.econbiz.de/10015420121
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