Narrow search
Showing 1 - 10 of 29,064
Cover Image
A regime-switching factor model for mean-variance optimization
Costa, Giorgio; Kwon, Roy H. - In: Journal of risk 22 (2019/2020) 4, pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Cover Image
Estimation of unobserved dynamics of individual partisanship : a Bayesian approach
Okabe, Tomohito; Nogiwa, Daisuke - 2017
Persistent link: https://www.econbiz.de/10011957266
Cover Image
Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigeria Bourse
Idolor, E. J.; Okoro, O.; Braimah, A. G. - In: Accounting and taxation review : A&TR 2 (2018) 1, pp. 136-151
Persistent link: https://www.econbiz.de/10012203076
Cover Image
Can the Markov switching model forecast exchange rates?
Engel, Charles - 1991
Persistent link: https://www.econbiz.de/10000824100
Cover Image
Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P. - 1996
Persistent link: https://www.econbiz.de/10000610231
Cover Image
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
Cover Image
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
Cover Image
Food consumption dynamics : a nonparametric approach using maximum entropy estimation
Stokes, Jeffrey R.; Frechette, Darren L. - In: Agricultural economics : the journal of the … 34 (2006) 3, pp. 281-290
Persistent link: https://www.econbiz.de/10003324971
Cover Image
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740