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Fiaschi, Davide; Lavezzi, Andrea Mario - In: The complex networks of economic interactions : essays …, (pp. 37-59). 2005

Persistent link: https://www.econbiz.de/10003253878

Forecasting crude oil market volatility : a Markov switching multifractal volatility approach

Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011596312

Application of Markov Model in Crude Oil Price Forecasting

Isah, Nuhu - 2017

Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the...

Persistent link: https://www.econbiz.de/10012949625

Robust multiple regimes in growth volatility

Kourtellos, Andros; Stylianou, Ioanna; Tan, Chih Ming - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 461-491

Persistent link: https://www.econbiz.de/10011288649

Economic growth and convergence : global analysis through econometric and hidden Markov models

Bernardelli, Michał; Prochniak, Mariusz; Witkowski, Bartosz - 2021

economies. In addition to a detailed, holistic overview of the history and theory, the authors include a description of two …

Persistent link: https://www.econbiz.de/10012439385

Markov-Switching Vector Autoregressions : Modelling, Statistical Inference, and Application to Business Cycle Analysis

Krolzig, Hans-Martin - 1997

applying the methods without going into too much detail about the underlying theory …

Persistent link: https://www.econbiz.de/10013521379

Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis

Krolzig, Hans-Martin - 1997

Persistent link: https://www.econbiz.de/10013278129

Regime-basierte Modellansätze zur Identifikation periodisch platzender Vermögenspreisblasen

Anaswah, Nael al- - 2007

Persistent link: https://www.econbiz.de/10013432024

Early warning signals of financial crises with multi-scale quantile regressions of log-periodic power law singularities

Zhang, Qun; Zhang, Qunzhi; Sornette, Didier - 2015

We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS detection problem. This allows us to disentangle...

Persistent link: https://www.econbiz.de/10011412424

Evolution of the global distribution of carbon dioxide : a finite mixture analysis

Battisti, Michele; Delgado, Michael S.; Parmeter, … - In: Resource and energy economics 42 (2015), pp. 31-52

Persistent link: https://www.econbiz.de/10011526302