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subject:"Monte Carlo simulation"
~isPartOf:"Journal of forecasting"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject_exact:"Markov-Kette"
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Monte Carlo simulation
Markov chain
42
Markov-Kette
42
Forecasting model
28
Prognoseverfahren
28
Theorie
20
Theory
20
Time series analysis
15
Zeitreihenanalyse
15
Monte-Carlo-Simulation
9
Bayes-Statistik
8
Bayesian inference
8
Volatility
8
Volatilität
8
ARCH model
6
ARCH-Modell
6
Estimation
6
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6
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6
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6
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6
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6
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6
Capital income
5
Kapitaleinkommen
5
Autocorrelation
4
Autokorrelation
4
Business cycle turning point
4
Economic indicator
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Konjunktureller Wendepunkt
4
Markov chain Monte Carlo
4
Wirtschaftsindikator
4
Inflation
3
Risikomaß
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Risk measure
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State space model
3
Statistical distribution
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Article in journal
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9
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9
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Chen, Cathy W. S.
2
Berninger, Christoph
1
Cubadda, Gianluca
1
Gerlach, Richard
1
Hecq, Alain W. J.
1
Hruschka, Harald
1
Huang, Tara F. J.
1
Kolkiewicz, Adam W.
1
Ledolter, Johannes
1
Lin, Edward M. H.
1
Men, Zhongxian
1
Psaradakis, Zacharias G.
1
Rügamer, David
1
Shrestha, Keshab M.
1
So, Mike Ka-pui
1
Spagnolo, Fabio
1
Stöcker, Almond
1
Tsay, Ruey S.
1
Wang, Chao
1
Wang, Yongning
1
Wirjanto, Tony S.
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Journal of forecasting
Journal of econometrics
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Econometric reviews
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of forecasting
11
Economics letters
10
European journal of operational research : EJOR
10
Energy economics
8
Journal of the American Statistical Association : JASA
8
Quantitative finance
8
Risks : open access journal
8
Computational economics
7
Insurance / Mathematics & economics
6
Journal of applied econometrics
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics
4
Applied economics letters
4
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
The journal of operational risk
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Econometrics : open access journal
3
Finance research letters
3
INFORMS journal on computing : JOC
3
International review of financial analysis
3
Journal of mathematical finance
3
Journal of time series econometrics
3
Scandinavian actuarial journal
3
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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9
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date (oldest first)
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
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:
4
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:
5
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:
6
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
Saved in:
7
Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Saved in:
8
Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
Saved in:
9
Subset threshold autoregression
So, Mike Ka-pui
;
Chen, Cathy W. S.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
Saved in:
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