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~accessRights:"free"
~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~subject:"Konjunktur"
~subject:"Markov-Kette"
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Markov-Kette
Markov chain
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Pereira, Pedro L. Valls
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Caldeira, João F.
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Mendes, Fernando Henrique de Paula e Silva
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Moura, Guilherme Valle
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Oliveira, André Barbosa
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Vieira, Heleno Piazentini
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
Discussion paper / Tinbergen Institute
68
Working paper
41
Risks : open access journal
34
NBER Working Paper
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Working papers
27
NBER working paper series
24
CESifo working papers
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Working paper / National Bureau of Economic Research, Inc.
21
Journal of risk and financial management : JRFM
19
SSE EFI working paper series in economics and finance
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Working paper series / European Central Bank
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CAMA working paper series
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Econometric Institute research papers
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SFB 649 discussion paper
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Discussion paper
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Econometrics : open access journal
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Working papers / Federal Reserve Bank of Atlanta
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Discussion paper series / IZA
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Journal of industrial engineering international
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Sveriges Riksbank working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CORE discussion papers : DP
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CREATES research paper
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Cogent economics & finance
10
International Journal of Energy Economics and Policy : IJEEP
10
Quantitative economics : QE ; journal of the Econometric Society
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Theoretical economics : TE ; an open access journal in economic theory
10
Working papers / TSE : WP
10
Working papers in economics and statistics
10
International Journal of Financial Studies : open access journal
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Cowles Foundation Discussion Paper
8
Documentos de trabajo / Banco de España
8
EUI working paper / ECO
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Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with duration dependence
Mendes, Fernando Henrique de Paula e Silva
;
Moura, …
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 39-74
Persistent link: https://www.econbiz.de/10012129029
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2
Asset allocation with Markovian regime switching : efficient frontier and tangent portfolio with regime switching
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012129068
Saved in:
3
A study of the Brazilian business cycles (1900-2012)
Vieira, Heleno Piazentini
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 123-143
Persistent link: https://www.econbiz.de/10011538645
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