//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov-Kette"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Forecasting model
30
Prognoseverfahren
30
Theorie
23
Theory
23
Time series analysis
19
Estimation
14
Schätzung
14
Volatilität
13
ARCH model
12
ARCH-Modell
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Bayes-Statistik
10
Bayesian inference
10
Business cycle
8
Capital income
8
Kapitaleinkommen
8
Konjunktur
8
Frühindikator
7
Leading indicator
7
Estimation theory
5
Forecasting
5
Markov switching
5
Risikomaß
5
Risk measure
5
Schätztheorie
5
USA
5
United States
5
Aktienmarkt
4
Economic forecast
4
Markov chain Monte Carlo
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Gerlach, Richard
2
Hou, Chenghan
2
Maheu, John M.
2
Song, Yong
2
Barsoum, Fady
1
Berk, K.
1
Carstensen, Kai
1
Chauvet, Marcelle
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Fei, Fei
1
Fuertes, Ana María
1
Gallo, Giampiero M.
1
Gupta, Rangan
1
Haase, Felix
1
Heinrich, Markus
1
Herrera, Ana María
1
Hoffmann, A.
1
Hu, Liang
1
Ji, Qiang
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Klein, Tony
1
Krolzig, Hans-Martin
1
Li, Meng
1
Li, Yang
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Yuanhui
1
Mao, Xiuping
1
Martínez-Martín, Jaime
1
Müller, A.
1
Nalewaik, Jeremy
1
Neuenkirch, Matthias
1
Omori, Yasuhiro
1
Os, Bram van
1
Otranto, Edoardo
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
38
Energy economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economic modelling
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
21
Economics letters
20
Journal of forecasting
20
Journal of empirical finance
18
Discussion paper / Tinbergen Institute
17
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International review of economics & finance : IREF
14
Computational economics
13
Econometric reviews
13
Working papers
13
Applied economics letters
12
International journal of theoretical and applied finance
12
International review of financial analysis
12
Macroeconomic dynamics
12
Review of quantitative finance and accounting
12
Working paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CESifo working papers
11
International journal of finance & economics : IJFE
11
Journal of banking & finance
11
Quantitative finance
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The European journal of finance
9
Econometrics : open access journal
8
Journal of applied econometrics
8
Journal of risk and financial management : JRFM
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
CAMA working paper series
6
CREATES research paper
6
Econometric Institute research papers
6
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
29
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
4
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
5
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
6
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
7
Keeping track of global trade in real time
Martínez-Martín, Jaime
;
Rusticelli, Elena
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10012692695
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
10
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
11
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
12
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai
;
Heinrich, Markus
;
Reif, Magnus
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
Saved in:
13
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
14
Probabilistic forecasting of industrial electricity load with regime switching behavior
Berk, K.
;
Hoffmann, A.
;
Müller, A.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10012030887
Saved in:
15
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
16
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
17
Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941
Saved in:
18
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
19
Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
Saved in:
20
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
21
A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle
;
Senyuz, Zeynep
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
Saved in:
22
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
23
Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady
;
Stankiewicz, Sandra
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
Saved in:
24
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.
;
Song, Yong
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
Saved in:
25
Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 281-307
Persistent link: https://www.econbiz.de/10009247502
Saved in:
26
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
27
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
28
Business cycle measurement in the presence of structural change : international evidence
Krolzig, Hans-Martin
- In:
International journal of forecasting
17
(
2001
)
3
,
pp. 349-368
Persistent link: https://www.econbiz.de/10001604344
Saved in:
29
Cyclical aspects of business cycle turning points
Sarlan, Haldun
- In:
International journal of forecasting
17
(
2001
)
3
,
pp. 369-382
Persistent link: https://www.econbiz.de/10001604348
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->