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subject:"Time series analysis"
~isPartOf:"Computational economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Markoff-Kette"
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Time series analysis
Prognoseverfahren
Markov chain
107
Markov-Kette
107
Theorie
59
Theory
59
Bayesian inference
35
Bayes-Statistik
34
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Zeitreihenanalyse
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Volatility
25
Volatilität
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Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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USA
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Option pricing theory
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Kreditrisiko
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Statistical distribution
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Statistische Verteilung
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Markov switching
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Multivariate Analyse
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Bauwens, Luc
2
Guérin, Pierre
2
Marcellino, Massimiliano
2
Yamauchi, Yuta
2
Asai, Manabu
1
Birchenhall, Christopher Roger
1
Boot, Tom
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Camacho, Maximo
1
Carpantier, Jean-François
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Casarin, Roberto
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Computational economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
34
Journal of forecasting
31
Journal of econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Discussion paper / Tinbergen Institute
21
Energy economics
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Economic modelling
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Economics letters
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Applied economics
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Working paper
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
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Finance research letters
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International review of economics & finance : IREF
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Journal of applied econometrics
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CAMA working paper series
7
International journal of finance & economics : IJFE
7
Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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Econometric Institute research papers
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Econometrics : open access journal
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International review of financial analysis
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The European journal of finance
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ECONIS (ZBW)
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
5
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
6
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
7
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
8
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
9
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
10
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
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