Narrow search
Showing 1 - 10 of 6,474
Cover Image
An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo G. - 1993
Persistent link: https://www.econbiz.de/10000862469
Cover Image
Can the Markov switching model forecast exchange rates?
Engel, Charles - 1991
Persistent link: https://www.econbiz.de/10000824100
Cover Image
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
Lux, Thomas; Morales-Arias, Leonardo - 2009
(GMM) estimation are both suitable for MSM-t models, (ii) empirical panel forecasts of MSM-t models show an improvement …
Persistent link: https://www.econbiz.de/10003864486
Cover Image
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
Cover Image
The dynamic analysis and prediction of stock markets through the latent Markov model
De Angelis, Luca; Paas, Leonard J. - 2010
Persistent link: https://www.econbiz.de/10003984927
Cover Image
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010
Persistent link: https://www.econbiz.de/10003964500
Cover Image
How to evaluate an Early Warning System? : towards a united statistical framework for assessing financial crises forecasting methods
Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - 2010
Persistent link: https://www.econbiz.de/10008656656
Cover Image
Forecasting model of structural change in Japan using Markov chain
Sakamoto, Hiroshi - 2012
Persistent link: https://www.econbiz.de/10009574435
Cover Image
Capacity utilisation and macro dynamics from a micro perspective
Köberl, Eva Maria - 2011
Persistent link: https://www.econbiz.de/10009160753