//--> //--> //-->
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:"International journal of forecasting"
~person:"Guérin, Pierre"
~person:"Klein, Tony"
~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_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Volatility
3
Volatilität
3
Markov-Kette
2
Time series analysis
2
Zeitreihenanalyse
2
Agricultural commodities
1
Agriculture commodity futures
1
Commodity derivative
1
Euro area
1
Eurozone
1
Financial market
1
Finanzmarkt
1
Forecast
1
Forecasting
1
Forecasts
1
Frühindikator
1
HAR models
1
Heterogeneous autoregressive model
1
Infinite Hidden Markov switching process
1
Leading indicator
1
MCS test
1
MIDAS
1
Markov-switching
1
Median realized volatility
1
Mixed frequency
1
Mixed-frequency VAR
1
Nowcasting
1
Oil price
1
Prognose
1
Real time data
1
Realized volatility
1
Realized volatility forecasts
1
Rohstoffderivat
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Guérin, Pierre
Klein, Tony
Hou, Chenghan
2
Barsoum, Fady
1
Carstensen, Kai
1
Chauvet, Marcelle
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Foroni, Claudia
1
Gerlach, Richard
1
Heinrich, Markus
1
Herrera, Ana María
1
Hu, Liang
1
Ji, Qiang
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Luo, Jiawen
1
Maheu, John M.
1
Marcellino, Massimiliano
1
Nikolsko-Rzhevskyy, Alex
1
Omori, Yasuhiro
1
Os, Bram van
1
Pastor, Daniel
1
Prodan, Ruxandra
1
Reif, Magnus
1
Senyuz, Zeynep
1
Song, Yong
1
Stankiewicz, Sandra
1
Takahashi, Makoto
1
Tsionas, Efthymios G.
1
Wang, Chao
1
Watanabe, Toshiaki
1
Wolters, Maik H.
1
more ...
less ...
Published in...
All
International journal of forecasting
Documentos de trabajo / Banco de España
3
Economics letters
2
Discussion paper / Centre for Economic Policy Research
1
Energy economics
1
Essays in honour of Fabio Canova
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Macroeconomic dynamics
1
University of St.Gallen, School of Finance Research Paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->