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subject:"Germany"
~isPartOf:"CREATES research paper"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Germany
Markov chain
Prognoseverfahren
Markov-Kette
10
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Hansen, Peter Reinhard
3
Horel, Guillaume
2
Lunde, Asger
2
Nonejad, Nima
2
Ntantamis, Christos
2
Archakov, Ilya
1
Bauwens, Luc
1
Dufays, Arnaud
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Kruse, Robinson
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CREATES research paper
Discussion paper / Tinbergen Institute
72
Working paper
52
Discussion paper / Centre for Economic Policy Research
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Working paper / National Bureau of Economic Research, Inc.
35
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Working papers
30
CESifo working papers
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
SSE EFI working paper series in economics and finance
19
Discussion paper
18
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18
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
15
Econometric Institute research papers
15
SFB 649 discussion paper
15
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
14
Working papers / Federal Reserve Bank of Atlanta
13
Discussion paper series / Harvard Institute of Economic Research
12
Discussion paper series / IZA
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Sveriges Riksbank working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economics working paper
11
CAMA working paper series
10
CORE discussion papers : DP
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Finance and economics discussion series
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Kiel working paper
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers / TSE : WP
10
Working papers in economics and statistics
10
EUI working paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working paper series
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working papers / Penn Institute for Economic Research
9
Cowles Foundation discussion paper
8
Discussion paper series
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
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ECONIS (ZBW)
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A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
2
A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard
-
2015
Persistent link: https://www.econbiz.de/10010514601
Saved in:
3
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
4
Particle Markov chain Monte Carlo Techniques of unobserved component time series models using Ox
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782694
Saved in:
5
Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782698
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
7
Detecting structural break using hidden Markov models
Ntantamis, Christos
-
2010
Persistent link: https://www.econbiz.de/10008651653
Saved in:
8
A duration hidden Markov model for the identification of regimes in stock market returns
Ntantamis, Christos
-
2010
Persistent link: https://www.econbiz.de/10008651655
Saved in:
9
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
10
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
Saved in:
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