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subject:"Time series analysis"
~subject:"Konjunktureller Wendepunkt"
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Search: subject_exact:"Markoff-Kette"
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Time series analysis
Konjunktureller Wendepunkt
Markov chain
7,460
Markov-Kette
7,460
Theorie
3,611
Theory
3,611
Estimation
1,346
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1,344
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870
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870
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867
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865
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Billio, Monica
17
Lütkepohl, Helmut
14
Gupta, Rangan
13
Cavicchioli, Maddalena
12
Piger, Jeremy Max
12
Dijk, Dick van
11
Lux, Thomas
11
Krolzig, Hans-Martin
10
Paap, Richard
10
Casarin, Roberto
9
Kim, Chang-jin
9
Leiva-Leon, Danilo
9
Dufays, Arnaud
8
Guérin, Pierre
8
Harding, Don
8
Morley, James C.
8
De Grauwe, Paul
7
Franses, Philip Hans
7
Guidolin, Massimo
7
Kaufmann, Sylvia
7
Meitz, Mika
7
Saikkonen, Pentti
7
Velinov, Anton
7
Chauvet, Marcelle
6
Dijk, Herman K. van
6
Reif, Magnus
6
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6
Balcilar, Mehmet
5
Bos, Charles S.
5
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5
Chan, Joshua
5
Creal, Drew
5
Ferrara, Laurent
5
Legerstee, Rianne
5
Maheu, John M.
5
Netšunajev, Aleksei
5
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5
Toro, Juan
5
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5
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3
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1
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1
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1
State University of New York at Albany / Department of Economics
1
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1
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1
Westfälische Wilhelms-Universität Münster
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Journal of econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
20
Economic modelling
17
Discussion paper / Tinbergen Institute
16
Journal of forecasting
16
Economics letters
14
Applied economics
11
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11
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11
CESifo working papers
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Energy economics
10
Macroeconomic dynamics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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8
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8
Econometric reviews
7
Journal of applied econometrics
7
International review of economics & finance : IREF
6
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5
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5
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5
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5
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5
International journal of finance & economics : IJFE
5
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5
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4
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4
International journal of economics and finance
4
Journal of empirical finance
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of financial economics
3
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3
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3
Documentos de trabajo / Banco de España
3
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3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of theoretical and applied finance
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ECONIS (ZBW)
795
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61
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
62
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
63
Rating transitions forecasting : a filtering approach
Cousin, Areski
;
Lelong, Jérǒme
;
Picard, Tom
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014365676
Saved in:
64
The usage of Markov Chain Monte Carlo (MCMC) methods in time-varying volatility models
Emmanouil, Garefalakis
;
Stefanos, Giakoumatos
; …
- In:
Journal of risk & control
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014514172
Saved in:
65
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
66
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
67
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
68
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
69
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:
70
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
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