8 Treffer für Schlagwort = "Markov-Modell"

• BaPreStoPro an R package for Bayesian prediction of stochastic processes Hermann, Simone Dortmund : Universitätsbibliothek Dortmund, June 6, 2016

• Forecasting inflation uncertainty in the G7 countries Segnon, Mawuli ; Bekiros, Stelios ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2018

• Forecasting US inflation using Markov dimension switching Prüser, Jan Bochum ; Dortmund ; Duisburg ; Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung, 2017

• Markov-switching GARCH models in finance a unifying framework with an application to the German stock market Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• On nonlinear expectations and Markov chains under model uncertainty Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2019

• Regional composition of national house price cycles in the US Prüser, Jan ; Schmidt, Torsten Essen, Germany : RWI - Leibniz-Institut für Wirtschaftsforschung ; Bochum, Germany : Ruhr-Universität Bochum (RUB), Department of Economics, 2020

• Short selling constraints and stock returns volatility empirical evidence from the German stock market Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• Speculative bubbles in recent oil price dynamics evidence from a Bayesian Markov-switching state-space approach Lammerding, Marc ; Stephan, Patrick Maurice ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2012