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  • Search: subject:"markov process"
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Year of publication
Subject
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Markov chain 9,176 Markov-Kette 9,176 Theorie 4,604 Theory 4,602 Estimation 1,677 Schätzung 1,677 Stochastic process 1,354 Stochastischer Prozess 1,354 Bayes-Statistik 1,076 Bayesian inference 1,076 Monte Carlo simulation 1,061 Monte-Carlo-Simulation 1,061 Volatility 1,043 Volatilität 1,043 Zeitreihenanalyse 982 Time series analysis 981 Forecasting model 732 Prognoseverfahren 732 Estimation theory 635 Schätztheorie 635 Business cycle 581 Konjunktur 575 USA 534 United States 534 Mathematical programming 515 Mathematische Optimierung 515 ARCH model 486 ARCH-Modell 486 Capital income 477 Kapitaleinkommen 477 Game theory 464 Spieltheorie 464 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 3,221 Undetermined 2,855 CC license 182
Type of publication
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Article 5,814 Book / Working Paper 3,616 Other 5 Journal 2
Type of publication (narrower categories)
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Article in journal 5,322 Aufsatz in Zeitschrift 5,322 Graue Literatur 1,882 Non-commercial literature 1,882 Working Paper 1,853 Arbeitspapier 1,835 Aufsatz im Buch 312 Book section 312 Hochschulschrift 163 Thesis 134 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 Article 8 Bibliografie enthalten 7 Bibliography included 7 research-article 6 Case study 4 Fallstudie 4 Handbook 4 Handbuch 4 Elektronischer Datenträger 2 Festschrift 2 Reprint 2 CD-ROM, DVD 1 Conference Paper 1 Glossar enthalten 1 Glossary included 1
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Language
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English 9,163 Undetermined 165 German 62 French 28 Spanish 6 Polish 5 Portuguese 3 Croatian 2 Italian 1 Dutch 1 Swedish 1 Chinese 1
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Author
All
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 Stachurski, John 30 Zha, Tao 30 Lütkepohl, Helmut 28 Chauvet, Marcelle 27 Bauwens, Luc 26 Kaufmann, Sylvia 26 Kim, Chang-jin 26 Kohn, Robert 26 Lucas, André 26 Cui, Zhenyu 25 D'Amico, Guglielmo 25 Ravazzolo, Francesco 25 Chib, Siddhartha 24 Psaradakis, Zacharias G. 24 Balbus, Lukasz 23 Hansen, Lars Peter 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 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 International Monetary Fund (IMF) 20 Ekonomiska forskningsinstitutet <Stockholm> 11 Federal Reserve Bank of St. Louis 10 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 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 European Commission / Statistical Office of the European Union 3 European University Institute / Department of Economics 3 International Centre for Economic Research (ICER) 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 Becker Friedman Institute for Research in Economics, University of Chicago 2 Centre for Actuarial Studies 2 Centre for Growth and Business Cycle Research <Manchester> 2 Department of Economics and Finance, La Trobe Business School 2 Department of Economics, School of Business 2 European Central Bank 2 Federal Reserve Bank of New York 2 Forschungsinstitut zur Zukunft der Arbeit 2 HAL 2 Instituto Valenciano de Investigaciones Económicas 2 Lunds Universitet / Nationalekonomiska Institutionen 2 National Centre for Econometric Research (NCER) 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 Tinbergen Instituut 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
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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 Insurance / Mathematics & economics 77 Mathematical methods of operations research 77 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) 9,183 RePEc 208 EconStor 27 BASE 9 Other ZBW resources 7 ArchiDok 3
Showing 21 - 30 of 9,437
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Modelling epidemiological and economics processes : the case of cervical cancer
Taeger, Franziska; Mende, Lena; Fleßa, Steffen - 2025
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; … - 2025
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 - 2025
Persistent link: https://www.econbiz.de/10015372565
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Decoding the stock market dynamics in the banking sector : short versus long-term insights
Čeryová, Barbara; Árendáš, Peter - 2025
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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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 - 2025
Persistent link: https://www.econbiz.de/10015357760
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Maintenance optimization for multi-component systems with a single sensor
Eggertsson, Ragnar; Eruguz, Ayse Sena; Basten, Rob; … - In: European journal of operational research : EJOR 320 (2025) 3, pp. 559-569
Persistent link: https://www.econbiz.de/10015085312
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Trend Inflation in the Japanese pre-2000s : a Markov-Switching DSGE
Kato, Ryo; Maih, Junior; Nishihama, Shin-Ichi - 2025
In Japan, the inflation rate declined to near-zero, whereas the monetary policy faced a zero lower bound (ZLB) in the 1990s. We examine whether trend inflation had fallen to near-zero prior to the ZLB. To achieve this, we estimate Japanese pre-2000 trend inflation developing a Markov-switching...
Persistent link: https://www.econbiz.de/10015333298
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The effect of inflation on US insurance markets : a Markov-switching model analysis
Dionne, Georges; Fenou, Akouété-Tognikin; Mnasri, Mohamed - 2025
Persistent link: https://www.econbiz.de/10015331558
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Partial information and mean field games : the case of linear quadratic stochastic aggregative games with discrete observations
Rajabali, Farid; Malhamé, Roland; Bolouki, Sadegh - 2025
Persistent link: https://www.econbiz.de/10015205404
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