//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Markov-Kette"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dating EU15 Monthly Business C...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov-Kette
Theorie
160
Theory
155
Volatility
78
Volatilität
75
Zeitreihenanalyse
75
Time series analysis
74
Prognoseverfahren
72
Schätzung
69
Estimation
67
Forecasting model
67
ARCH-Modell
61
ARCH model
60
Modellierung
56
Bayes-Statistik
54
Bayesian inference
54
Scientific modelling
54
Portfolio selection
48
Portfolio-Management
47
Financial crisis
41
Finanzkrise
41
Markov chain
40
USA
34
Welt
34
World
34
United States
32
Eurozone
31
Kapitaleinkommen
31
Capital income
30
Euro area
30
Systemic risk
30
Risk
27
Systemrisiko
27
Risikomaß
26
EU countries
25
EU-Staaten
25
Risk measure
25
Korrelation
24
Risiko
24
Business cycle
21
more ...
less ...
Online availability
All
Free
25
Undetermined
7
Type of publication
All
Book / Working Paper
28
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
40
Author
All
Billio, Monica
39
Casarin, Roberto
28
Ravazzolo, Francesco
10
Cavicchioli, Maddalena
5
Dijk, Herman K. van
4
Osuntuyi, Anthony
4
Agudze, Komla M.
3
Ahelegbey, Daniel Felix
3
Bianchi, Daniele
3
Ferrara, Laurent
3
Guidolin, Massimo
3
Osuntuyi, Ayokunle Anthony
3
van Dijk, H. K.
3
Anas, Jacques
2
De Cian, Enrica
2
Girardin, Eric
2
Iacopini, Matteo
2
Lo Duca, Marco
2
Mistry, Malcolm
2
Agudze, Komla Mawulom
1
Agudze, Komula Mawulom
1
Baldovin, Fulvio
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Di Sanzo, Silvestro
1
Di Sanzo, Silvio
1
Guégan, Dominique
1
Mazzi, Gian Luigi
1
Monfort, Alain
1
Robert, Christian P.
1
Stella, Attilio L.
1
Zamparo, Marco
1
more ...
less ...
Published in...
All
Working papers
10
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
6
Journal of econometrics
4
Bozen economics & management paper series : BEMPS
1
CAMP working paper series
1
Discussion paper / Tinbergen Institute
1
Energy economics
1
Growth and cycle in the Euro-zone
1
Journal of applied econometrics
1
Journal of forecasting
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Norges Bank Working Paper
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper
1
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series
1
WBS Finance Group Research Paper
1
Working paper / Norges Bank
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
- In:
Growth and cycle in the Euro-zone
,
(pp. 249-260)
.
2006
Persistent link: https://www.econbiz.de/10003412214
Saved in:
2
Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
-
2007
Persistent link: https://www.econbiz.de/10003912305
Saved in:
3
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
4
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
5
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 402-412
Persistent link: https://www.econbiz.de/10009700545
Saved in:
6
Combinations schemes for turning points predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10009720757
Saved in:
7
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica
;
Ferrara, Laurent
;
Guégan, Dominique
; …
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
Saved in:
8
Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Rivista italiana degli economisti : the journal of the …
19
(
2014
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10010407958
Saved in:
9
Granger-causality in Markov switching models
Billio, Monica
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397545
Saved in:
10
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->