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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Capital income"
~subject:"Markov-Kette"
~subject:"Mathematical programming"
~subject:"Theorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Capital income
Markov-Kette
Mathematical programming
Theorie
VAR-Modell
Markov chain
62
Theory
38
Bayesian inference
27
Bayes-Statistik
26
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Time series analysis
21
Zeitreihenanalyse
21
Estimation
17
Schätzung
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Volatility
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Volatilität
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USA
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United States
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Markov chain Monte Carlo
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Stochastic process
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Stochastischer Prozess
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Estimation theory
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Konjunktur
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Prognoseverfahren
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Schätztheorie
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Kapitaleinkommen
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ARCH-Modell
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Multivariate Analyse
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Multivariate analysis
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Stochastic volatility
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Börsenkurs
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Bauwens, Luc
3
Casarin, Roberto
3
Dufays, Arnaud
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Guérin, Pierre
2
Kalli, Maria
2
Marcellino, Massimiliano
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Paap, Richard
2
Piger, Jeremy Max
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Yamauchi, Yuta
2
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1
Ang, Andrew
1
Anzarut, Michelle
1
Augustyniak, Maciej
1
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1
Berg, Gerard J. van den
1
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1
Boot, Tom
1
Bormetti, Giacomo
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Cadarso-Suarez, Carmen
1
Cai, Biqing
1
Camacho, Maximo
1
Carpantier, Jean-François
1
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Cheung, Yin-Wong
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Damien, Paul
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1
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Dijk, Herman K. van
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
211
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
70
International journal of production research
69
Economics letters
67
International journal of theoretical and applied finance
66
Operations research
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
53
Applied economics
52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
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ECONIS (ZBW)
62
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
3
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
4
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
5
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
6
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
7
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
8
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
9
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
10
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
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