//--> //--> //--> //-->
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
accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Business cycle"
~subject:"Portfolio selection"
~subject:"Schätzung"
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 chain"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Portfolio selection
Schätzung
Markov chain
112
Markov-Kette
112
Theorie
63
Theory
63
Estimation
48
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Volatility
34
Volatilität
34
Bayes-Statistik
33
Bayesian inference
33
Time series analysis
33
Zeitreihenanalyse
33
Forecasting model
32
Prognoseverfahren
32
Estimation theory
21
Schätztheorie
21
ARCH model
18
ARCH-Modell
18
Markov chain Monte Carlo
18
Konjunktur
16
Stochastic process
15
Stochastischer Prozess
15
Markov switching
11
Börsenkurs
10
Share price
10
VAR model
10
VAR-Modell
10
Geldpolitik
9
Monetary policy
9
Panel
8
Panel study
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic volatility
8
Capital income
7
Frühindikator
7
Kapitaleinkommen
7
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Dimitrakopoulos, Stefanos
4
Serletis, Apostolos
3
Xu, Libo
3
Guérin, Pierre
2
Hou, Chenghan
2
Morley, James C.
2
Agudze, Komla M.
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Baldovin, Fulvio
1
Bandrés, Eduardo
1
Bianchi, Francesco
1
Billio, Monica
1
Bonhomme, Stéphane
1
Bresson, Georges
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carstensen, Kai
1
Casarin, Roberto
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cepni, Oguzhan
1
Chang, Yoosoon
1
Chauvet, Marcelle
1
Check, Adam
1
Choi, Yongok
1
Christou, Christina
1
Creal, Drew
1
Dellaportas, Petros
1
Di Mari, Roberto
1
Dijk, Dick van
1
Donayre, Luiggi
1
Eo, Yunjong
1
Etienne, Jean-Michel
1
Fearnley, Marcus
1
Fisher, Adlai
1
Foroni, Claudia
1
Frühwirth-Schnatter, Sylvia
1
Gadea, María Dolores
1
more ...
less ...
Published in...
All
Economics letters
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
22
Energy economics
19
International review of financial analysis
17
Economic modelling
16
Journal of economic dynamics & control
16
Quantitative finance
13
International review of economics & finance : IREF
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Finance research letters
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of banking & finance
9
Discussion paper / Centre for Economic Policy Research
8
European journal of operational research : EJOR
8
International journal of finance & economics : IJFE
8
Journal of empirical finance
8
Journal of applied econometrics
7
The European journal of finance
7
Computational economics
6
Review of quantitative finance and accounting
6
Insurance / Mathematics & economics
5
International journal of economics and finance
5
SpringerLink / Bücher
5
Applied mathematical finance
4
Econometric reviews
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of emerging markets
4
Regional science & urban economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and stochastics
3
Financial markets and portfolio management
3
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Does the Survey of Professional Forecasters help predict the shape of recessions in real time?
Eo, Yunjong
;
Morley, James C.
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506415
Saved in:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
6
Estimating the FOMC's interest rate rule with variable selection and partial regime switching
Check, Adam
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 297-330
Persistent link: https://www.econbiz.de/10014247371
Saved in:
7
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
8
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
9
Timing and signals of monetary regime switching
Soques, Daniel
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10013270220
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->