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Search: subject:"Markov chains"
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Subject
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Markov chain
7,574
Markov-Kette
7,573
Theorie
3,678
Theory
3,670
Schätzung
1,363
Estimation
1,358
Volatility
888
Volatilität
887
Stochastischer Prozess
883
Stochastic process
878
Monte Carlo simulation
846
Monte-Carlo-Simulation
845
Bayesian inference
841
Bayes-Statistik
835
Zeitreihenanalyse
780
Time series analysis
779
Forecasting model
604
Prognoseverfahren
603
USA
503
United States
503
Konjunktur
499
Business cycle
498
ARCH-Modell
432
ARCH model
431
Capital income
419
Kapitaleinkommen
419
Börsenkurs
416
Share price
414
Estimation theory
402
Schätztheorie
402
Spieltheorie
357
Game theory
356
Optionspreistheorie
334
Option pricing theory
333
VAR model
319
VAR-Modell
319
Portfolio selection
314
Portfolio-Management
314
Mathematical programming
307
Mathematische Optimierung
307
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Free
2,609
Undetermined
2,320
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Article
4,943
Book / Working Paper
3,014
Journal
1
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Article in journal
4,442
Aufsatz in Zeitschrift
4,442
Graue Literatur
1,666
Non-commercial literature
1,666
Working Paper
1,645
Arbeitspapier
1,608
Aufsatz im Buch
286
Book section
286
Hochschulschrift
157
Thesis
132
Conference paper
39
Konferenzbeitrag
39
Collection of articles written by one author
35
Sammlung
35
Amtsdruckschrift
25
Government document
25
Collection of articles of several authors
20
Sammelwerk
20
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14
Aufsatzsammlung
13
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11
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10
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10
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9
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9
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8
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7
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7
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6
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6
Case study
4
Fallstudie
4
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3
Handbook
3
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3
research-article
3
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English
7,588
Undetermined
249
German
63
French
31
Spanish
14
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5
Portuguese
3
Croatian
2
Italian
1
Dutch
1
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1
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1
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Author
All
Elliott, Robert J.
47
Casarin, Roberto
42
Billio, Monica
40
Waggoner, Daniel F.
37
Siu, Tak Kuen
33
Stachurski, John
30
Dijk, Herman K. van
29
Guidolin, Massimo
28
Gupta, Rangan
28
Tsionas, Efthymios G.
27
Zha, Tao
27
Sola, Martin
26
Bauwens, Luc
25
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Kaufmann, Sylvia
23
Balbus, Lukasz
22
Cui, Zhenyu
22
Frühwirth-Schnatter, Sylvia
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
Doraszelski, Ulrich
20
Lux, Thomas
20
Paap, Richard
20
Ravazzolo, Francesco
20
Kamihigashi, Takashi
19
Leiva-Leon, Danilo
19
Cavicchioli, Maddalena
18
D'Amico, Guglielmo
18
Dijk, Dick van
18
Farmer, Roger E. A.
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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National Bureau of Economic Research
28
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Tilburg University, Center for Economic Research
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Law
4
Institut für Weltwirtschaft (IfW)
4
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
4
Springer Fachmedien Wiesbaden
4
Christian-Albrechts-Universität zu Kiel
3
Département de Sciences Économiques, Université de Montréal
3
European University Institute / Department of Economics
3
International Monetary Fund (IMF)
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
University of British Columbia / Finance Division
3
University of Melbourne / Department of Economics
3
University of Reading / Department of Economics
3
University of Strathclyde / Department of Economics
3
C.E.P.R. Discussion Papers
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Dipartimento di Economia, Università Ca' Foscari Venezia
2
Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
HEC Paris (École des Hautes Études Commerciales)
2
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
2
Instituto Valenciano de Investigaciones Económicas
2
KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy
2
London School of Economics and Political Science
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
Nationalekonomiska Institutionen, Ekonomihögskolan
2
Social Systems Research Institute
2
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Published in...
All
European journal of operational research : EJOR
220
Journal of econometrics
120
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Journal of economic dynamics & control
73
Mathematical methods of operations research
73
Economics letters
69
International journal of production research
69
International journal of theoretical and applied finance
66
Operations research
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Energy economics
56
Insurance / Mathematics & economics
56
Working paper
56
Applied economics
52
International journal of production economics
51
Computational economics
46
Computers & operations research : and their applications to problems of world concern ; an international journal
46
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
Macroeconomic dynamics
34
International review of financial analysis
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Journal of banking & finance
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
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Source
All
ECONIS (ZBW)
7,603
RePEc
299
EconStor
48
BASE
4
Other ZBW resources
4
Showing
21
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30
of
7,958
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21
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
22
Modeling corporate CDS spreads using Markov switching regressions
Baltodano López, Ovielt
;
Bulfone, Giacomo
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10014631928
Saved in:
23
Quantitative easing effectiveness : evidence from Euro private assets
Kirikos, Dimitris G.
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 354-370
Persistent link: https://www.econbiz.de/10014543807
Saved in:
24
STRIDE: a tool-assisted LLM agent framework for strategic and interactive decision-making
Li, Chuanhao
;
Yang, Runhan
;
Li, Tiankai
;
Bafarassat, Milad
-
2024
Persistent link: https://www.econbiz.de/10014539010
Saved in:
25
Regime-switching affine term structures
Celary, Andreas
;
Eksi-Altay, Zehra
;
Krühner, Paul
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 139-155
Persistent link: https://www.econbiz.de/10014551950
Saved in:
26
Trends and new elements in urban hierarchy research : the Greek paradigm
Lemonakis, Christos
;
Alexopoulos, Georgios
; …
- In:
The annals of regional science : an international …
72
(
2024
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10014558605
Saved in:
27
How to optimize container withholding decisions for reuse in the hinterland?
Legros, Benjamin
;
Fransoo, Jan C.
;
Jouini, Oualid
- In:
European journal of operational research : EJOR
316
(
2024
)
3
,
pp. 930-941
Persistent link: https://www.econbiz.de/10014576833
Saved in:
28
Dynamic customer value cocreation in healthcare
Danaher, Tracey S.
;
Danaher, Peter J.
;
Sweeney, Jillian C.
- In:
Journal of service research
27
(
2024
)
2
,
pp. 177-193
Persistent link: https://www.econbiz.de/10014580413
Saved in:
29
Predictable forecast errors in full-information rational expectations models with regime shifts
Hajdini, Ina
;
Kurmann, André
-
2024
Persistent link: https://www.econbiz.de/10014516024
Saved in:
30
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
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