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Incorporating dynamics in customer lifetime value models
Lewis, Michael - In: Handbook of research on customer equity in marketing, (pp. 101-117). 2015
Persistent link: https://www.econbiz.de/10010483496
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Regression tree model versus Markov regime switching : a comparison for electricity spot price modelling and forecasting
Samitas, Aristeidis; Armenatzoglou, Aggelos - In: Operational research : an international journal 14 (2014) 3, pp. 319-340
Persistent link: https://www.econbiz.de/10010413087
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Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of empirical finance 19 (2012) 1, pp. 147-161
Persistent link: https://www.econbiz.de/10009615752
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Predicting stock returns using a variable order Markov tree model
Shmilovici, Armin; Ben-Gal, Irad - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-33
Persistent link: https://www.econbiz.de/10009679613
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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide; Bordignon, Silvano - In: Econometric reviews 30 (2011) 6, pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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Forecasting recessions using stall speeds
Nalewaik, Jeremy - 2011
Persistent link: https://www.econbiz.de/10009405690
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Markov switching and exchange rate predictability
Nikolsko-Rzhevskyy, Alex; Prodan, Ruxandra - In: International journal of forecasting 28 (2012) 2, pp. 353-365
Persistent link: https://www.econbiz.de/10009581926
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Simulating a basketball match with a homogeneous Markov model and forecasting the outcome
Štrumbelj, Erik; Vračar, Petar - In: International journal of forecasting 28 (2012) 2, pp. 532-542
Persistent link: https://www.econbiz.de/10009582555
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Modeling the exchange rate using price levels and country risk
Regõs, Gábor - In: Cogent economics & finance 3 (2015) 1, pp. 1-10
This paper builds two factor discrete time models in order to investigate the effect of sovereign risk on the nominal exchange rates in a Markov switching framework. The empirical section of the paper uses seven currencies from Chile, the Czech Republic, Hungary, Iceland, Japan, Korea, and...
Persistent link: https://www.econbiz.de/10011449716
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221