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ECONIS (ZBW)
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
2
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
3
A novel aproach to measuring consumer confidence
Bruijn, Bert de
;
Segers, Rene
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10010507688
Saved in:
4
Full-information best choice game with hint
Skarupski, Marek
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10012132706
Saved in:
5
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
6
Computiation of weighted sums of rewards for concurrent MDPs
Buchholz, Peter
;
Scheftelowitsch, Dimitri
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011991712
Saved in:
7
An M/PH/K queue with constant impatient time
He, Qi-ming
;
Zhang, Hao
;
Ye, Qingqing
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 139-168
Persistent link: https://www.econbiz.de/10011873732
Saved in:
8
Dynamic legislative bargaining with veto power : theory and experiments
Nunnari, Salvatore
-
2018
Persistent link: https://www.econbiz.de/10011917330
Saved in:
9
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
10
Error bound stochastic path problems
Hansen, Eric A.
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011714369
Saved in:
11
A mathematical model for personalized advertisement in virtual reality environments
Kilic, Kemal
;
Saygi, Menekse G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10011714435
Saved in:
12
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
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13
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
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14
Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
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15
End-of-life inventory problem with phase-out returns
Pourakbary, M.
;
Laanz, E. van der
;
Dekkery, R.
-
2011
Persistent link: https://www.econbiz.de/10009619371
Saved in:
16
Very simple Markov-perfect industry dynamics
Abbring, Jaap H.
;
Campbell, Jeffrey R.
;
Tilly, Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439978
Saved in:
17
Protocol invariance and the timing of decisions in dynamic games
Doraszelski, Ulrich
;
Escobar, Juan
-
2016
Persistent link: https://www.econbiz.de/10011544586
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18
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
19
Funtional central limit theorems for Markov-modulated infinite-server systems
Blom, J.
;
De Turck, Koen
;
Mandjes, Michel
- In:
Mathematical methods of operations research
83
(
2016
)
3
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011673674
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20
Second-best renewable subsidies to de-carbonize the economy : commitment and the green paradox
Rezai, Armon
;
Ploeg, Frederick van der
-
2016
Persistent link: https://www.econbiz.de/10011571244
Saved in:
21
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008664072
Saved in:
22
Financial development and convergence clubs
Baştürk, Nalan
;
Paap, Richard
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10008664075
Saved in:
23
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
Saved in:
24
Extensions of the sequential stochastic assignment problem
Khatibi, Arash
;
Baharian, Golshid
;
Behzad, Banafsheh
; …
- In:
Mathematical methods of operations research
82
(
2015
)
3
,
pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
Saved in:
25
When is the best time to give birth : career effects of early birth decisions
Frühwirth-Schnatter, Sylvia
;
Pamminger, Christoph
; …
-
2014
Persistent link: https://www.econbiz.de/10010416833
Saved in:
26
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
27
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
28
The two greatest : great recession vs. great moderation
Gadea, María Dolores
;
Loscos, Ana Gómez
; …
-
2014
Persistent link: https://www.econbiz.de/10010409083
Saved in:
29
Do leading indicators lead peaks more than troughs?
Paap, Richard
(
contributor
);
Segers, Rene
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483904
Saved in:
30
Conditional Markov equilibria in discounted dynamic games
Kitti, Mitri
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 77-100
Persistent link: https://www.econbiz.de/10009774860
Saved in:
31
Accelerated modified policy iteration algorithms for Markov decision processes
Shlakhter, Oleksandr
;
Lee, Chi-guhn
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009774861
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32
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
-
2013
Persistent link: https://www.econbiz.de/10010206763
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33
Perturbation methods for Markov-switching DSGE models
Foerster, Andrew
;
Rubio-Ramírez, Juan Francisco
; …
-
2013
Persistent link: https://www.econbiz.de/10009759804
Saved in:
34
The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
Lücking, Daniel
;
Stadje, Wolfgang
- In:
Mathematical methods of operations research
77
(
2013
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10009766707
Saved in:
35
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002823287
Saved in:
36
A unified approach to nonlinearity, structural change and outliers
Giordani, Paolo
(
contributor
);
Kohn, Robert
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002673492
Saved in:
37
Dynamic price competition with switching costs
Fabra, Natalia
;
García, Alfredo
-
2012
Persistent link: https://www.econbiz.de/10009512165
Saved in:
38
Neural network based approximations to posterior densities : a class of flexible sampling methods with applications to reduced rank models
Hoogerheide, Lennart F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056010
Saved in:
39
Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452521
Saved in:
40
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008909935
Saved in:
41
Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784030
Saved in:
42
Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
Saved in:
43
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
44
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 47-84
Persistent link: https://www.econbiz.de/10003958339
Saved in:
45
New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer
;
Guo, Xianping
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
Saved in:
46
Markov control processes with pathwise constraints
Mendoza-Pérez, Armando F.
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 477-502
Persistent link: https://www.econbiz.de/10003990391
Saved in:
47
Cartels uncovered
Hyytinen, Ari
;
Steen, Frode
;
Toivanen, Otto
-
2010
Persistent link: https://www.econbiz.de/10003969428
Saved in:
48
Finite state dynamic games with asymmetric information : a framework for applied work
Fershtman, Chaim
;
Pakes, Ariel
-
2009
Persistent link: https://www.econbiz.de/10003856947
Saved in:
49
Heavy-tails and regime-switching in electricity prices
Weron, Rafał
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003858270
Saved in:
50
Delegating optimal monetary policy inertia
Bilbiie, Florin Ovidiu
-
2009
Persistent link: https://www.econbiz.de/10003902899
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