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  • Search: subject:"Transition Probability"
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Year of publication
Subject
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transition probability 33 Markov chain 32 Markov-Kette 30 Theorie 29 Theory 29 Transition probability 24 transition probability matrix 19 Probability theory 16 Wahrscheinlichkeitsrechnung 16 Schätzung 15 Estimation 12 Forecasting model 10 Prognoseverfahren 10 Volatility 10 Volatilität 10 Credit risk 8 Kreditrisiko 8 Risiko 7 Risk 7 Business cycle 6 FDI 6 Konjunktur 6 Markov transition probability 6 Stock market 6 United States of America 6 Aktienmarkt 5 Financial crisis 5 India 5 Markov chains 5 Stochastic process 5 Stochastischer Prozess 5 Transition probability matrix 5 transition probability matrices 5 Börsenkurs 4 Correlation 4 Estimation theory 4 Financial market 4 Finanzkrise 4 Finanzmarkt 4 Korrelation 4
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Online availability
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Undetermined 69 Free 59 CC license 2
Type of publication
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Article 101 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 18 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 8 Article 4 Aufsatz im Buch 4 Book section 4 Conference paper 4 Konferenzbeitrag 4 Hochschulschrift 1 research-article 1
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Language
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English 86 Undetermined 63 Russian 1
Author
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Bode, Eckhardt 6 Nunnenkamp, Peter 6 Baussola, Maurizio 4 Erlandsson, Ulf 4 Franke, Reiner 4 Mondragón-Vélez, Camilo 4 Mussida, Chiara 4 Agnello, Luca 3 Cefis, Elena 3 Chiappini, Raphaël 3 Dufrénot, Gilles 3 Duprey, Thibaut 3 Fu, James 3 Jaśkiewicz, Anna 3 Klaus, Benjamin 3 Nowak, Andrzej S. 3 Quatraro, Francesco 3 Sousa, Ricardo M. 3 Westerhoff, Frank 3 Antonelli, Cristiano 2 Bottazzi, Giulio 2 Capasso, Marco 2 Chang, Kuang-Liang 2 Chen, Ping 2 Cieslik, Andrzej 2 Cieślik, Andrzej 2 Delle Site, Paolo 2 Dickson, David C. M. 2 Frenken, Koen 2 Goczek, Lukasz 2 Goczek, Łukasz 2 Graham, Marien Alet 2 Hariyanto, Evan A. 2 Kang, Taewon 2 Kern, Patrick 2 Lou, W. 2 Malela-Majika, Jean-Claude 2 McDonough, Ian K. 2 Nendel, Max 2 Pacheco, Gail 2
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Institution
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Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM) 2 Institut für Weltwirtschaft (IfW) 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 School of Economics, Universiteit Utrecht 2 UNIVERSIDAD DE LOS ANDES-CEDE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre 1 Centro di Ricerca Interdipartimentale in Sviluppo Economico e Istituzioni (CRISEI), Università degli Studi di Napoli - "Parthenope" 1 Christian-Albrechts-Universität zu Kiel 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 1 Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Finance Discipline Group, Business School 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Instytut Badañ Gospodarczych (IBG) 1 Kiel Institute for the World Economy 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 Reserve Bank of Australia 1 Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg 1
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Published in...
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Annals of the Institute of Statistical Mathematics 5 Physica A: Statistical Mechanics and its Applications 5 Quantitative finance 3 The North American journal of economics and finance : a journal of financial economics studies 3 Water Resources Management 3 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 2 DOCUMENTOS CEDE 2 Economics Bulletin 2 Economics Letters 2 GREDEG Working Papers 2 International Journal of Trade and Global Markets 2 International journal of economics and finance 2 LEM Working Paper Series 2 MPRA Paper 2 Stochastic Processes and their Applications 2 The journal of risk model validation 2 Working Paper 2 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 2 Working Papers / School of Economics, Universiteit Utrecht 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Accounting history review 1 Annals of Finance 1 Annals of the University of Petrosani, Economics 1 Applied economics 1 Applied mathematical finance 1 BERG Working Paper Series 1 BERG Working Paper Series on Government and Growth 1 Center for Mathematical Economics Working Papers 1 Computational Statistics & Data Analysis 1 DISES - Quaderni del Dipartimento di Scienze Economiche e Sociali 1 Disadvantaged Workers 1 Discussion Papers / Centro di Ricerca Interdipartimentale in Sviluppo Economico e Istituzioni (CRISEI), Università degli Studi di Napoli - "Parthenope" 1 Discussion paper series / IZA 1 Documents de Travail de la DESE - Working Papers of the DESE 1 ECB Working Paper 1 ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION 1 EURINT Proceedings 1 EURINT Proceedings 2013 1 Economic Modelling 1 Economic modelling 1
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Source
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RePEc 73 ECONIS (ZBW) 61 EconStor 14 BASE 1 Other ZBW resources 1
Showing 91 - 100 of 150
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The effects of biased technological changes on total factor productivity: a rejoinder and new empirical evidence
Antonelli, Cristiano; Quatraro, Francesco - In: The Journal of Technology Transfer 39 (2014) 2, pp. 281-299
The paper by Ji and Wang (J Technol Transf, <CitationRef CitationID="CR25">2013</CitationRef>) calls new attention on the analysis of the effects of the direction of technological change. The aim of this paper is to better articulate and test the theoretical arguments that the direction of technological changes has specific effects on the...</citationref>
Persistent link: https://www.econbiz.de/10010988415
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Time varying moments, regime switch, and crisis warning: The birth–death process with changing transition probability
Tang, Yinan; Chen, Ping - In: Physica A: Statistical Mechanics and its Applications 404 (2014) C, pp. 56-64
regime switch and a turning point can be observed using a high moment representation and time-dependent transition … probability. Up–down price movements are induced by interactions among agents, which can be described by the birth–death (BD …
Persistent link: https://www.econbiz.de/10010931543
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Persistence vs. mobility in industrial and technological specialisations: evidence from 11 Euro area countries
Chiappini, Raphaël - In: Journal of Evolutionary Economics 24 (2014) 1, pp. 159-187
This paper examines the evolution of the patterns of specialisation of 11 Euro area countries in the period 1990–2008, by analysing their comparative and technological advantages. We estimate conditional densities and Markov transition probabilities to examine both the external shape of the...
Persistent link: https://www.econbiz.de/10011001825
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Study on Markov Joint Transition Probability and Encounter Probability of Rainfall and Reference Crop Evapotranspiration in the Irrigation District
Zhang, Jinping; Zhao, Yong; Xiao, Weihua - In: Water Resources Management 28 (2014) 15, pp. 5543-5553
<Para ID="Par1">Based on the markov theory, the first-order markov joint transition probability of rainfall and … and reference crop evapotranspiration are also presented. The results show that the first-order markov joint transition … probability to rich-rich state and rich-poor state of rainfall and reference crop evapotranspiration is larger. The joint …
Persistent link: https://www.econbiz.de/10011151724
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Persistence vs. mobility in industrial and technological specialisations : evidence from 11 Euro area countries
Chiappini, Raphaël - In: Journal of evolutionary economics : JEE 24 (2014) 1, pp. 159-187
Persistent link: https://www.econbiz.de/10010235264
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Estimation of disability transition probabilities in Australia II: implementation
Hariyanto, Evan A.; Dickson, David C. M.; Pitt, David G. W. - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 156-175
Persistent link: https://www.econbiz.de/10010357988
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Estimation of disability transition probabilities in Australia I: preliminary
Hariyanto, Evan A.; Dickson, David C. M.; Pitt, David G. W. - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 131-155
Persistent link: https://www.econbiz.de/10010357993
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Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi; Wang, Eugene; Zhang, Hu; Clayton, Michael A. - In: Journal of financial engineering 1 (2014) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10010508091
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The effects of biased technological changes on total factor productivity : a rejoinder and new empirical evidence
Antonelli, Cristiano; Quatraro, Francesco - In: The journal of technology transfer 39 (2014) 2, pp. 281-299
Persistent link: https://www.econbiz.de/10010342489
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Does foreign direct investment promote regional development in developed countries? A Markov chain approach for US states
Bode, Eckhardt; Nunnenkamp, Peter - 2007
This paper investigates the effects of inward FDI on per-capita income and growth of the US states since the mid-1970s. Using a Markov chain approach, it shows that both quantitative and qualitative characteristics of FDI affect per-capita income and growth. Employment-intensive FDI,...
Persistent link: https://www.econbiz.de/10010272970
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