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subject:"Monte Carlo simulation"
~isPartOf:"Journal of forecasting"
~subject:"Scientific modelling"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject_exact:"Markov-Kette"
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Monte Carlo simulation
Scientific modelling
Markov chain
43
Markov-Kette
43
Forecasting model
29
Prognoseverfahren
29
Theorie
21
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21
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15
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Chen, Cathy W. S.
2
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Journal of forecasting
Journal of econometrics
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric reviews
14
Economics letters
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International journal of forecasting
11
European journal of operational research : EJOR
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
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Journal of the American Statistical Association : JASA
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Risks : open access journal
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Applied economics letters
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
4
Quantitative marketing and economics : QME
4
Regional science & urban economics
4
Scandinavian actuarial journal
4
The journal of operational risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Finance research letters
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INFORMS journal on computing : JOC
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Journal of macroeconomics
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ECONIS (ZBW)
16
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
3
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:
4
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
5
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
6
Multicategory purchase incidence models for partitions of product categories
Hruschka, Harald
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 230-240
Persistent link: https://www.econbiz.de/10011729245
Saved in:
7
Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
Saved in:
8
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
9
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
10
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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