//--> //--> //--> //-->
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"
~subject:"Business cycle"
~subject:"Estimation"
~subject:"Portfolio selection"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Estimation
Portfolio selection
Markov chain
57
Markov-Kette
57
Theorie
33
Theory
33
Forecasting model
26
Prognoseverfahren
26
Time series analysis
21
Zeitreihenanalyse
21
Schätzung
20
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Volatility
18
Volatilität
18
Bayes-Statistik
16
Bayesian inference
16
ARCH model
13
ARCH-Modell
13
Konjunktur
12
Markov chain Monte Carlo
9
Markov switching
8
Frühindikator
7
Leading indicator
7
Stochastic process
7
Stochastischer Prozess
7
Estimation theory
6
Schätztheorie
6
Business cycles
5
Capital income
5
Economic forecast
5
Forecasting
5
Kapitaleinkommen
5
Welt
5
Wirtschaftsprognose
5
World
5
Aktienmarkt
4
Markov Chain Monte Carlo
4
Markov-switching
4
Risikomaß
4
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Dimitrakopoulos, Stefanos
4
Guérin, Pierre
2
Hou, Chenghan
2
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Bandrés, Eduardo
1
Carstensen, Kai
1
Cavicchioli, Maddalena
1
Cepni, Oguzhan
1
Chauvet, Marcelle
1
Christou, Christina
1
Donayre, Luiggi
1
Eo, Yunjong
1
Foroni, Claudia
1
Gadea, María Dolores
1
Gerlach, Richard
1
Gupta, Rangan
1
Gómez-Loscos, Ana
1
Hartley, Jonathan S.
1
Heinrich, Markus
1
Herrera, Ana María
1
Hu, Liang
1
Ji, Qiang
1
Jiang, Yu
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Klein, Tony
1
Klinger, Sabine
1
Koutmos, Dimitrios
1
Le Gallo, Julie
1
Leiva-Leon, Danilo
1
Li, Haixi
1
Luo, Jiawen
1
Marcellino, Massimiliano
1
Morley, James C.
1
Omori, Yasuhiro
1
Panovska, Irina
1
Pastor, Daniel
1
Reif, Magnus
1
Senyuz, Zeynep
1
more ...
less ...
Published in...
All
Economics letters
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics
22
Energy economics
19
Journal of econometrics
18
International review of financial analysis
17
Journal of economic dynamics & control
17
Economic modelling
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
Macroeconomic dynamics
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)
25
Showing
1
-
10
of
25
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
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:
4
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:
5
Monitoring recessions : a Bayesian sequential quickest detection method
Li, Haixi
;
Sheng, Xuguang
;
Yang, Jingyun
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10012792846
Saved in:
6
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:
7
Friedman's plucking model : new international evidence from Maddison Project data
Hartley, Jonathan S.
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605927
Saved in:
8
Recession-specific recoveries : L’s, U’s and everything in between
Donayre, Luiggi
;
Panovska, Irina
- In:
Economics letters
209
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013209502
Saved in:
9
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->