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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Forecasting model
30
Prognoseverfahren
30
Theorie
23
Theory
23
Time series analysis
19
Estimation
14
Schätzung
14
Volatility
13
Volatilität
13
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12
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11
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Kapitaleinkommen
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Konjunktur
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Frühindikator
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Leading indicator
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Estimation theory
5
Forecasting
5
Markov switching
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Risikomaß
5
Risk measure
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Schätztheorie
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USA
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Aktienmarkt
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Economic forecast
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Markov chain Monte Carlo
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Statistical distribution
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Statistische Verteilung
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English
19
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Maheu, John M.
2
Song, Yong
2
Barsoum, Fady
1
Berk, K.
1
Carstensen, Kai
1
Chauvet, Marcelle
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Fei, Fei
1
Fuertes, Ana María
1
Gerlach, Richard
1
Haase, Felix
1
Heinrich, Markus
1
Hoffmann, A.
1
Hou, Chenghan
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Kalotychou, Elena
1
Krolzig, Hans-Martin
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Li, Meng
1
Li, Yang
1
Martínez-Martín, Jaime
1
Müller, A.
1
Nalewaik, Jeremy
1
Neuenkirch, Matthias
1
Os, Bram van
1
Ouysse, Rachida
1
Reif, Magnus
1
Rusticelli, Elena
1
Sarlan, Haldun
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Senyuz, Zeynep
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Stankiewicz, Sandra
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Tsionas, Efthymios G.
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Wang, Chao
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Wang, Yudong
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Wolters, Maik H.
1
Wu, Chongfeng
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Yang, Qiao
1
Zeng, Zijian
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International journal of forecasting
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
Discussion paper / Tinbergen Institute
16
Economic modelling
15
Journal of forecasting
15
Economics letters
14
Working papers
11
Applied economics
10
CESifo working papers
10
Energy economics
10
Macroeconomic dynamics
10
Working paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Computational economics
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric reviews
7
Journal of applied econometrics
7
International review of economics & finance : IREF
6
CAMA working paper series
5
CREATES research paper
5
Econometric Institute research papers
5
Econometric theory
5
Econometrics : open access journal
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Applied economics letters
4
EUI working paper / ECO
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
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Documentos de trabajo / Banco de España
3
Economics working paper
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of theoretical and applied finance
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ECONIS (ZBW)
19
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1
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19
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date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
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:
3
Keeping track of global trade in real time
Martínez-Martín, Jaime
;
Rusticelli, Elena
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10012692695
Saved in:
4
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
5
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
6
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
7
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai
;
Heinrich, Markus
;
Reif, Magnus
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
Saved in:
8
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
9
Probabilistic forecasting of industrial electricity load with regime switching behavior
Berk, K.
;
Hoffmann, A.
;
Müller, A.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10012030887
Saved in:
10
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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