//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"EUI working paper / ECO"
~subject:"Markov chain"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"trend-cycle"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Time series analysis
215
Zeitreihenanalyse
215
Theorie
132
Theory
131
Estimation theory
60
Schätztheorie
60
Forecasting model
53
Prognoseverfahren
53
Estimation
37
Schätzung
37
State space model
35
Zustandsraummodell
35
Volatility
23
Volatilität
23
Stochastic process
18
Stochastischer Prozess
18
ARCH model
14
ARCH-Modell
14
Cointegration
14
Kointegration
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
USA
14
United States
14
Neural networks
13
Neuronale Netze
13
Markov-Kette
12
VAR model
12
VAR-Modell
12
Nichtlineare Regression
11
Nonlinear regression
11
ARMA model
10
ARMA-Modell
10
Aktienmarkt
10
Business cycle
10
Börsenkurs
10
Financial market
10
Finanzmarkt
10
Konjunktur
10
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
8
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
12
Author
All
Krolzig, Hans-Martin
2
Toro, Juan
2
Artis, Michael J.
1
Asai, Manabu
1
Cavicchioli, Maddalena
1
Ceffer, Attila
1
Chen, Cathy W. S.
1
Chen, Shu-yu
1
Felix do Nascimento, Kerolly Kedma
1
Ferreira, Tiago A. E.
1
Gupta, Rangan
1
Herwartz, Helmut
1
Ivashchenko, Sergey
1
Jale, Jader Silva
1
Kotzé, Kevin
1
Lee, Sangyeol
1
Levendovszky, János
1
Lütkepohl, Helmut
1
McAleer, Michael
1
Meitz, Mika
1
Nonejad, Nima
1
Saikkonen, Pentti
1
Santos, Fábio Sandro dos
1
Sipos, I. Róbert
1
Xavier, Sílvio Fernando Alves <Júnior>
1
Yap, Grace Lee Ching
1
Çekin, Semih Emre
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Published in...
All
Computational economics
EUI working paper / ECO
Journal of econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
19
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
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
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
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
7
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
8
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
9
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
10
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->