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~isPartOf:"International journal of forecasting"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Markov chain"
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Markov chain
Theorie
54
Theory
54
Monte Carlo simulation
52
Monte-Carlo-Simulation
52
Forecasting model
42
Prognoseverfahren
42
Simulation
33
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18
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Chiarella, Carl
3
Gerlach, Richard
3
Baldeaux, Jan
1
Chan, Jennifer S. K.
1
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1
Chewlow, Les
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1
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1
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1
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1
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Makov, Udi E.
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1
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1
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Wang, Chao
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Watanabe, Toshiaki
1
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1
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International journal of forecasting
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of econometrics
45
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
European journal of operational research : EJOR
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
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Economics letters
10
Journal of forecasting
10
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9
International journal of production research
9
Journal of the American Statistical Association : JASA
9
Quantitative finance
9
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8
Journal of applied econometrics
8
Risks : open access journal
8
Journal of economic dynamics & control
7
Econometric Institute research papers
6
GRIPS discussion papers
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Sveriges Riksbank working paper series
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Working papers in economics and statistics
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Applied economics
5
Applied economics letters
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CAMA working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
INFORMS journal on computing : JOC
5
Journal of risk and financial management : JRFM
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Finance research letters
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
5
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
6
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:
7
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
8
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
9
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
10
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
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