//--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Lingfei"
~person:"Lütkepohl, Helmut"
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:"Markovscher Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
5
Markov-Kette
5
Theorie
4
Theory
4
Schock
3
Shock
3
VAR model
3
VAR-Modell
3
Heteroscedasticity
2
Heteroskedastizität
2
Portfolio selection
2
Portfolio-Management
2
1959-2005
1
Actor-critic
1
Arbeitslosigkeit
1
Bayes-Statistik
1
Bayesian inference
1
Cointegration
1
Derivat
1
Derivative
1
Divisia money
1
Drawdown
1
Drawdown derivatives
1
Estimation
1
Geldmenge
1
Geldpolitik
1
Identification through heteroskedasticity
1
Inflation
1
Interest rate
1
Kointegration
1
Learning process
1
Lernprozess
1
Markov chain approximation
1
Mean-variance
1
Mehrgleichungsmodell
1
Monetary policy
1
Monetary policy rules
1
Money supply
1
Multiple equation model
1
Oil market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Li, Lingfei
Lütkepohl, Helmut
Elliott, Robert J.
3
Psaradakis, Zacharias G.
3
Sola, Martin
3
Zhu, Song-Ping
3
Amisano, Gianni
2
Harding, Don
2
He, Xin-Jiang
2
Lkhagvasuren, Damba
2
Pagan, Adrian R.
2
Spagnolo, Fabio
2
Woźniak, Tomasz
2
Ahelegbey, Daniel Felix
1
Altuğ, Sumru
1
Bai, Jushan
1
Balbus, Lukasz
1
Barde, Sylvain
1
Barthélémy, Jean
1
Başar, Tamer
1
Billio, Monica
1
Bo, Lijun
1
Camacho, Maximo
1
Casarin, Roberto
1
Chakrabarti, Anindya S.
1
Chan, Joshua
1
Chauvet, Marcelle
1
Chen, Zhiping
1
Chib, Siddhartha
1
Cho, Seonghoon
1
Chong, Terence Tai-Leung
1
Cripps, Martin
1
Dai, Wei
1
Damgaard, Anders
1
Davig, Troy
1
Dechert, W. Davis
1
Dijk, Dick van
1
Droumaguet, Matthieu
1
Duan, Jin-Chuan
1
Elliott, Robert J. R.
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo working papers
3
EUI working paper / ECO
3
European journal of operational research : EJOR
2
SFB 649 discussion paper
2
DIW Berlin Discussion Paper
1
Econometrics : open access journal
1
Finance and stochastics
1
Journal of econometrics
1
Journal of economic surveys
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
3
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
4
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->