//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of forecasting"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
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_exact:"Markov process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Nichtparametrisches Verfahren
Time series analysis
Markov chain
263
Markov-Kette
263
Theorie
171
Theory
171
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
39
Mathematische Optimierung
39
Forecasting model
38
Prognoseverfahren
38
Dynamic programming
35
Markov decision process
31
Decision
28
Entscheidung
28
Dynamische Optimierung
26
Inventory model
26
Lagerhaltungsmodell
26
Zeitreihenanalyse
26
Instandhaltung
23
Maintenance policy
23
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Queueing theory
21
Warteschlangentheorie
21
Estimation
20
Markov processes
20
Schätzung
20
Bayes-Statistik
19
Bayesian inference
19
Lagermanagement
19
Warehouse management
19
ARCH-Modell
18
Volatility
17
Volatilität
17
Maintenance
16
Markov decision processes
14
Risk measure
12
Estimation theory
11
more ...
less ...
Online availability
All
Undetermined
24
Free
2
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Chen, Bin
2
Gerlach, Richard
2
Hong, Yongmiao
2
Maheu, John M.
2
Meitz, Mika
2
Saikkonen, Pentti
2
Song, Yong
2
Tsionas, Efthymios G.
2
Abramson, Ari
1
Amisano, Gianni
1
Barsoum, Fady
1
Belyi, Dmitriy
1
Berk, K.
1
Carstensen, Kai
1
Cavicchioli, Maddalena
1
Chauvet, Marcelle
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Cohen, Israel
1
Damien, Paul
1
Dias, José G.
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Escobar, Marcos
1
Fei, Fei
1
Fuertes, Ana María
1
Gallo, Giampiero M.
1
Geweke, John
1
Gupta, Rangan
1
Haase, Felix
1
Heinrich, Markus
1
Herrera, Ana María
1
Hoffmann, A.
1
Hou, Chenghan
1
Hu, Liang
1
Ibragimov, Rustam Ju.
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Krolzig, Hans-Martin
1
more ...
less ...
Published in...
All
Econometric theory
European journal of operational research : EJOR
International journal of forecasting
Journal of econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Energy economics
27
Economic modelling
24
Discussion paper / Tinbergen Institute
21
Economics letters
20
Journal of forecasting
20
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
13
Econometric reviews
12
Working papers
12
CESifo working papers
11
International review of economics & finance : IREF
11
Macroeconomic dynamics
10
Working paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Applied economics letters
9
Computational economics
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
International journal of finance & economics : IJFE
8
Journal of applied econometrics
8
Journal of banking & finance
8
Finance research letters
7
Quantitative finance
7
CORE discussion papers : DP
6
CREATES research paper
6
Econometric Institute research papers
6
Econometrics : open access journal
6
International review of financial analysis
6
Research in international business and finance
6
The European journal of finance
6
CAMA working paper series
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
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:
3
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
4
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:
5
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
6
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
7
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:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
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:
10
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->