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Search: subject_exact:"Markovsche Kette"
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Estimation
Markov chain
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Markov-Kette
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Theorie
13
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11
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Billio, Monica
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Casarin, Roberto
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Gallo, Giampiero M.
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Osuntuyi, Anthony
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Otranto, Edoardo
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Cavicchioli, Maddalena
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Lacava, Demetrio
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Applied economics
31
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30
Journal of econometrics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Energy economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
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20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International review of financial analysis
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Journal of economic dynamics & control
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Journal of empirical finance
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Applied economics letters
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Economics letters
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International journal of forecasting
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Finance research letters
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Econometric reviews
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The European journal of finance
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CESifo working papers
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International journal of economics and finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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European journal of operational research : EJOR
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Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
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2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
4
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
5
Granger causality and regime inference in Bayesian Markov-Switching VARs
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339319
Saved in:
6
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
7
Determining the number of regimes in Markov-switching VAR and VMA models
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629915
Saved in:
8
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
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