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Search: subject_exact:"Markov chain"
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Markov chain
7,825
Markov-Kette
7,514
Theorie
3,646
Theory
3,641
Schätzung
1,355
Estimation
1,352
Volatility
875
Volatilität
875
Stochastischer Prozess
873
Stochastic process
870
Monte Carlo simulation
842
Monte-Carlo-Simulation
841
Bayesian inference
834
Bayes-Statistik
830
Zeitreihenanalyse
777
Time series analysis
773
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594
Prognoseverfahren
594
United States
502
USA
501
Business cycle
500
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496
ARCH model
423
ARCH-Modell
423
Capital income
416
Kapitaleinkommen
416
Börsenkurs
412
Share price
411
Estimation theory
399
Schätztheorie
399
Game theory
353
Spieltheorie
353
Option pricing theory
331
Optionspreistheorie
331
VAR model
319
VAR-Modell
319
Portfolio selection
315
Portfolio-Management
313
Mathematical programming
298
Mathematische Optimierung
298
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Free
2,583
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2,318
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Article
4,902
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3,045
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1
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4,379
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1,659
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1,626
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1,600
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284
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158
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131
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36
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35
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25
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25
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20
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20
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17
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10
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10
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English
7,532
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292
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74
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27
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2
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Author
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Elliott, Robert J.
48
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
28
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Kaufmann, Sylvia
24
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Sola, Martin
24
Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
D'Amico, Guglielmo
20
Doraszelski, Ulrich
20
Frühwirth-Schnatter, Sylvia
20
Paap, Richard
20
Ravazzolo, Francesco
20
Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Josephson, Jens
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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International Monetary Fund (IMF)
29
National Bureau of Economic Research
28
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
HAL
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
European Association of Agricultural Economists - EAAE
4
European University Institute / Department of Law
4
Land Economy and Environment Group, Scotland's Rural College
4
Springer Fachmedien Wiesbaden
4
Christian-Albrechts-Universität zu Kiel
3
Department of Economics, University of California-San Diego (UCSD)
3
European University Institute / Department of Economics
3
School of Economics and Management, University of Aarhus
3
Society for Computational Economics - SCE
3
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centro Ricerche Nord Sud (CRENoS)
2
Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
2
Department of Economics, Oxford University
2
Department of Economics, Rutgers University-New Brunswick
2
Département d'Économique, Université Laval
2
EconWPA
2
Econometric Society
2
Federal Reserve Bank of Atlanta
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Institute for the Study of Labor (IZA)
2
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Published in...
All
European journal of operational research : EJOR
211
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
70
Economics letters
67
International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
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
54
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
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of banking & finance
30
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Source
All
ECONIS (ZBW)
7,533
RePEc
341
EconStor
46
USB Cologne (business full texts)
12
USB Cologne (EcoSocSci)
11
BASE
3
Other ZBW resources
2
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7811
Stochastic evolution of rationality
Falmagne, Jean-Claude
- In:
Theory and decision : an international journal for …
43
(
1997
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001229036
Saved in:
7812
A note on the Markov perfect equilibrium of a linear-quadratic alternating-move game
Lau, Sau-Him Paul
- In:
Economics letters
57
(
1997
)
1
,
pp. 51-56
Persistent link: https://www.econbiz.de/10001229592
Saved in:
7813
On confidence intervals from simulation of finite Markov chains
Burnetas, Apostolos N.
- In:
Mathematical methods of operations research
46
(
1997
)
2
,
pp. 241-250
Persistent link: https://www.econbiz.de/10001230821
Saved in:
7814
Fluctuation of exchange rate in India : an application of a Markov chain model
Bhattacharya, Kaushik
- In:
Occasional papers / Reserve Bank of India
18
(
1997
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10001230856
Saved in:
7815
Gravity-type interactive Markov models
Smith, Tony E.
- In:
Journal of regional science
37
(
1997
)
4
,
pp. 683-708
Persistent link: https://www.econbiz.de/10001230921
Saved in:
7816
Optimal consumption, investment decisions in Markovian dynamic systems
Kuwana, Yoichi
- In:
Hitotsubashi journal of economics
38
(
1997
)
2
,
pp. 149-166
Persistent link: https://www.econbiz.de/10001234050
Saved in:
7817
A Markov process model of work life expectancies based on labor market activity in 1994 - 95
Ciecka, James E.
- In:
Journal of legal economics
7
(
1997
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10001243559
Saved in:
7818
Origine sociale et réussite scolaire : un modèle en Chaîne de Markov estimé sur données individuelles belges
Donni, Olivier
- In:
Recherches économiques de Louvain
63
(
1997
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10001235387
Saved in:
7819
Computing the equilibria of dynamic common property games
Ligon, Ethan
- In:
Natural resource modeling : the official journal of the …
10
(
1997
)
4
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001235660
Saved in:
7820
An astructural analysis of national forest policy and employment
Burton, Diana
- In:
American journal of agricultural economics
79
(
1997
)
3
,
pp. 964-974
Persistent link: https://www.econbiz.de/10001237854
Saved in:
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