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accessRights:"restricted"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Bayes-Statistik
Monte-Carlo-Simulation
Time series analysis
Markov chain
1,976
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1,961
Theorie
951
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951
Estimation
425
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423
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352
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352
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350
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226
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Tsionas, Efthymios G.
15
Gupta, Rangan
9
Li, Yong
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Cavicchioli, Maddalena
5
Maheu, John M.
5
Billio, Monica
4
Gerlach, Richard
4
Leiva-Leon, Danilo
4
Lesage, James P.
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Omori, Yasuhiro
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Wang, Chao
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Yang, Qiao
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Yu, Jun
4
Zhang, Xibin
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Asai, Manabu
3
Assaf, A. Georges
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Kotzé, Kevin
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Nonejad, Nima
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Rodriguez, Gabriel
3
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3
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3
Xia, Qiang
3
Yamauchi, Yuta
3
Arts, Joachim
2
Ausín, M. Concepción
2
Avanzi, Benjamin
2
Aye, Goodness C.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of econometrics
24
International journal of forecasting
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Energy economics
17
Economics letters
16
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13
European journal of operational research : EJOR
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11
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11
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10
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10
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7
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7
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6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of financial econometrics
5
Macroeconomic dynamics
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of production research
4
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4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Asia-Pacific journal of risk and insurance : APJRI
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of macroeconomics
3
Journal of quantitative economics
3
Journal of the Operational Research Society
3
Journal of time series econometrics
3
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
2
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
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3
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
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4
Condition-based production for stochastically deteriorating systems : optimal policies and learning
Drent, Collin
;
Drent, Melvin
;
Arts, Joachim
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
3
,
pp. 1137-1156
Persistent link: https://www.econbiz.de/10014536811
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5
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
6
Model-free approximate bayesian learning for large-scale conversion funnel optimization
Iyengar, Garud
;
Singal, Raghav
- In:
Production and operations management : the flagship …
33
(
2024
)
3
,
pp. 775-794
Persistent link: https://www.econbiz.de/10014576792
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
10
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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