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~subject:"Markov chain"
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Markov chain
Schätzung
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Estimation
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Elliott, Robert J.
49
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
29
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Sola, Martin
24
Kaufmann, Sylvia
23
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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National Bureau of Economic Research
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HAL
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre for Analytical Finance <Århus>
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Econometrisch Instituut <Rotterdam>
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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European University Institute / Department of Law
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel
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Department of Economics, University of California-San Diego (UCSD)
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European Association of Agricultural Economists - EAAE
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European University Institute / Department of Economics
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Society for Computational Economics - SCE
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University of British Columbia / Finance Division
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University of Melbourne / Department of Economics
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University of Reading / Department of Economics
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University of Strathclyde / Department of Economics
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
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Centre for Growth and Business Cycle Research <Manchester>
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Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
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National Institute of Economic and Social Research
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Nationalekonomiska Institutionen <Lund>
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School of Economics and Finance, Queen Mary
2
School of Economics and Management, University of Aarhus
2
Social Systems Research Institute
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European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
74
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
71
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
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
55
Applied economics
52
International journal of production economics
51
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
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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ECONIS (ZBW)
7,558
RePEc
266
EconStor
42
Other ZBW resources
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BASE
2
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1
Exploring the predictability of
cryptocurrencies
via Bayesian hidden Markov models
Koki, Constandina
;
Leonardos, Stefanos
;
Piliouras, Georgios
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410834
Saved in:
2
Forecasting returns of major
cryptocurrencies
: evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
3
Forecasting returns of major
cryptocurrencies
: evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
4
On a regime switching illiquid high volatile prediction model for
cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
5
On stylized facts of
cryptocurrencies
returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
Volatility
estimation
for
cryptocurrencies
using Markov-switching GARCH models
Silva, Paulo Vitor Jordão da Gama
;
Klotzle, Marcelo Cabus
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012253524
Saved in:
7
Modelling volatility of
cryptocurrencies
using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
8
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
9
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
10
Regime-switching models for exchange rates
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934
Saved in:
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