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~isPartOf:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Markovsche Kette"
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Prognoseverfahren
Share price
VAR-Modell
Markov chain
24
Markov-Kette
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Estimation
13
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13
USA
10
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10
Theorie
9
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9
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Aufsatz in Zeitschrift
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11
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Ahelegbey, Daniel Felix
1
Amisano, Gianni
1
Billio, Monica
1
Casarin, Roberto
1
Droumaguet, Matthieu
1
Forbes, Catherine Scipione
1
Geweke, John
1
Gospodinov, Nikolaj
1
Hur, Joonyoung
1
Lkhagvasuren, Damba
1
Lütkepohl, Helmut
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Netšunajev, Aleksei
1
Nonejad, Nima
1
Nyholm, Ken
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
Spagnolo, Fabio
1
Warne, Anders
1
Woźniak, Tomasz
1
Yin, Xiangkang
1
Zhao, Jing
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Journal of applied econometrics
International journal of forecasting
31
Journal of forecasting
29
Journal of econometrics
22
Economic modelling
21
Energy economics
20
Applied economics
15
Economics letters
14
Journal of empirical finance
14
Finance research letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics letters
11
International review of financial analysis
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of economic dynamics & control
10
European journal of operational research : EJOR
9
International review of economics & finance : IREF
9
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of risk and financial management : JRFM
8
Macroeconomic dynamics
7
Review of quantitative finance and accounting
7
International journal of theoretical and applied finance
6
Research in international business and finance
6
Risks : open access journal
6
The European journal of finance
6
Applied financial economics
5
Computational economics
5
Global finance journal
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Applied mathematical finance
4
Econometrics : open access journal
4
Journal of international financial markets, institutions & money
4
Technological forecasting & social change : an international journal
4
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ECONIS (ZBW)
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1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
3
Monetary policy and asset prices : a Markov‐switching DSGE approach
Hur, Joonyoung
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 965-982
Persistent link: https://www.econbiz.de/10011862297
Saved in:
4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
5
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Saved in:
6
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
7
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
8
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:
9
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John
;
Amisano, Gianni
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008937004
Saved in:
10
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
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