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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 71 - 80 of 150
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The dynamics of the Brazilian income
Figueiredo, Erik; Ziegelmann, Flávio - In: Economics Bulletin 30 (2010) 2, pp. 1249-1260
consider the axiomatic mobility approach and the dynamic tool suggested by Aebi et al. (1999). The transition probability …
Persistent link: https://www.econbiz.de/10008516062
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Labor Market Rigidities and Informality in Colombia
Mondragón-Vélez, Camilo; Peña, Ximena; Wills, Daniel - UNIVERSIDAD DE LOS ANDES-CEDE - 2010
Informality is at the center of the economic debate in Colombia, fueled by the high level prevalent in the country and its substantial increase during the 1990s. We study the effect of labor market rigidities, namely the increase in non-wage costs and the minimum wage on the size of the informal...
Persistent link: https://www.econbiz.de/10008522032
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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 - Kiel Institute for the World Economy - 2010
Persistent link: https://www.econbiz.de/10008643702
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A Methodological Framework for Modeling Pavement Maintenance Costs for Projects with Performance-based Contracts
Panthi, Kamalesh - 2009
Performance-based maintenance contracts differ significantly from material and method-based contracts that have been traditionally used to maintain roads. Road agencies around the world have moved towards a performance-based contract approach because it offers several advantages like cost...
Persistent link: https://www.econbiz.de/10009460450
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Do some firms persistently outperform?
Capasso, Marco; Cefis, Elena; Frenken, Koen - 2009
correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …
Persistent link: https://www.econbiz.de/10010328428
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Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - Dipartimento di Istituzioni Economiche e Finanziarie, … - 2009
theproblem of estimating the dimension of the transition probability matrix.Indeed, it is usual to assume that the Markov chain … thedimension of the transition probability matrix.Our methods are based on solving two optimization problems. More specificallywe …
Persistent link: https://www.econbiz.de/10005396494
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On Explicit Probability Laws for Classes of Scalar Diffusions
Craddock, Mark; Platen, Eckhard - Finance Discipline Group, Business School - 2009
This paper uses Lie symmetry group methods to obtain transition probability densities for scalar diffusions, where the …, which do not correspond to transition probability densities. …
Persistent link: https://www.econbiz.de/10004984456
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Do Some Firms Persistently Outperform ?
Capasso, Marco; Cefis, Elena; Frenken, Koen - Laboratory of Economics and Management (LEM), Scuola … - 2009
correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …
Persistent link: https://www.econbiz.de/10008479706
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Modelling of Non-Commuting Measurements
Danilov, Vladimir - In: Journal of the New Economic Association (2009) 1-2, pp. 10-36
In the paper we propose an approach which allows to discuss on formal level non-commuting measurements. Such measurements 'disturb' a measured system and change its states. The key structure used in the description of such measurements is the structure of ortho-poset (which is a Boolean lattice...
Persistent link: https://www.econbiz.de/10008526691
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Do some Firms Persistently Outperform?
Capasso, M.; Cefis, E.; Frenken, K. - School of Economics, Universiteit Utrecht - 2009
correlation over time. By supplementing the quantile regression analyses with transition probability matrices, our study shows …
Persistent link: https://www.econbiz.de/10008577748
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