Suggested Topics within your search.
Showing 1 - 20 results of 68 for search '"Markov-switching models"', query time: 2.10s Refine Results
  1. 1
    Inflation Protected Investment Strategies
    by Mirco Mahlstedt, Rudi Zagst
    Published 2016-03-01
    Subjects: “...Markov-switching models...”
    Get full text
    Article
  2. 2
    Forecasting turbulence in the Asian and European stock market using regime-switching models
    by Janina Engel, Markus Wahl, Rudi Zagst
    Published 2018-06-01
    Subjects: “...early warning system| logistic regression models| Markov-switching models...”
    Get full text
    Article
  3. 3
    Inflation persistence in central and southeastern Europe: Evidence from univariate and structural time series approaches
    by Mladenović Zorica, Nojković Aleksandra
    Published 2012-01-01
    Subjects: “...Markov switching models...”
    Get full text
    Article
  4. 4
    Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)
    Subjects: “...Markov-switching models...”
    Get full text
    Article
  5. 5
    The dire effects of the lack of monetary and fiscal coordination
    by Bianchi, F., Melosi, L.
    Published 2019
    Subjects: “...Markov-switching models...”
    View Fulltext in Publisher
    Article
  6. 6
    Fully Bayesian Analysis of Switching Gaussian State Space Models
    by Frühwirth-Schnatter, Sylvia
    Published 2000
    Subjects: “...Bayesian analysis / bridge sampling / Markov switching models / MCMC methods / model selection...”
    Get full text
    Others
  7. 7
    Model Likelihoods and Bayes Factors for Switching and Mixture Models
    by Frühwirth-Schnatter, Sylvia
    Published 2002
    Subjects: “...Bayesian model choice / bridge sampling / marginal likelihoods / Markov switching models switching...”
    Get full text
    Others
  8. 8
    Modeling local trends with regime shifting models with time-varying probabilities
    by Fabozzi, F.J, Focardi, S.M, Mazza, D.
    Published 2019
    Subjects: “...Duration-dependent Markov switching models...”
    View Fulltext in Publisher
    Article
  9. 9
    Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
    Subjects: “...Markov-switching models...”
    Get full text
    Article
  10. 10
    MCMC Estimation of Classical and Dynamic Switching and Mixture Models
    by Frühwirth-Schnatter, Sylvia
    Published 1998
    Subjects: “...Bayesian analysis / dynamic linear models / Markov Chain Monte Carlo methods / Markov switching...”
    Get full text
    Others
  11. 11
    Estimativa de um modelo não linear para as exportações brasileiras de borracha no período 1992-2006
    Subjects: “...Markov Switching Models...”
    Get full text
    Article
  12. 12
    Estimation of models parameters for time series with Markov switching regimes
    Subjects: “...Markov switching models...”
    Get full text
    Article
  13. 13
    Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index
    by Katleho Makatjane, Ntebogang Moroke
    Published 2021-03-01
    Subjects: “...Markov-Switching models...”
    Get full text
    Article
  14. 14
    Ensaios sobre microestrutura do mercado
    by Caetano, Fábio Massaúd
    Published 2013
    Subjects: “...Markov-switching models...”
    Get full text
    Others
  15. 15
    Ensaios sobre microestrutura do mercado
    by Caetano, Fábio Massaúd
    Published 2013
    Subjects: “...Markov-switching models...”
    Get full text
    Others
  16. 16
    Ensaios sobre microestrutura do mercado
    by Caetano, Fábio Massaúd
    Published 2013
    Subjects: “...Markov-switching models...”
    Get full text
    Others
  17. 17
    The Relationship between the US Economy’s Information Processing and Absorption Ratios: Systematic vs Systemic Risk
    by Edgar Parker
    Published 2018-09-01
    Subjects: “...Markov switching models...”
    Get full text
    Article
  18. 18
    Uma estimativa da taxa de câmbio real com mudança de regime markoviano : uma análise para o Brasil 1994 a 2005
    by Dias, Gustavo Fruet
    Published 2007
    Subjects: “...Markov Switching models...”
    Get full text
    Others
  19. 19
    Uma estimativa da taxa de câmbio real com mudança de regime markoviano : uma análise para o Brasil 1994 a 2005
    by Dias, Gustavo Fruet
    Published 2007
    Subjects: “...Markov Switching models...”
    Get full text
    Others
  20. 20
    Uma estimativa da taxa de câmbio real com mudança de regime markoviano : uma análise para o Brasil 1994 a 2005
    by Dias, Gustavo Fruet
    Published 2007
    Subjects: “...Markov Switching models...”
    Get full text
    Others
Search Tools: Get RSS Feed — Email this Search