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1. The Markov switching ACD model

   Author: Hujer, Reinhard; Vuletić, Sandra; Kokot, Stefan

   Published: 2002

   Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   DDC Categories:	330; 380; 650; 670
   Series:	Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften : [...], Finance & accounting ; No. 90
   Subjects:	Zeitreihenanalyse; Verweildauer; ARCH-Prozess; Markov-Kette; Wertpapierhandel; Mikrostrukturtheorie <Kapitalmarkttheorie>; Theorie; Schätzung; Exponential smoothing; Zeitreihenanalyse; Verweildauer; ARCH-Prozess; GARCH-Prozess; Markov-Prozess; Wertpapierhandel; Wertpapiermarkt; Mikrostrukturtheorie <Kapitalmarkttheorie>; Schätzung
   Other subjects:	(stw)Zeitreihenanalyse; (stw)Dauer; (stw)ARCH-Modell; (stw)Markov-Kette; (stw)Wertpapierhandel; (stw)Marktmikrostruktur; (stw)Theorie; (stw)Schätzung; (stw)USA; financial transaction data; autoregressive conditional duration models; nonlinear time series models; finite mixture distributions; Markov switching models; EM algorithm; market microstructure theory; Arbeitspapier; Graue Literatur
   Scope:	41 S., graph. Darst., 30 cm
   Notes:	Literaturverz. S. 39 - 42

2. Do leading indicators help to predict business cycle turning points in Germany?

   Author: Fritsche, Ulrich; Kouzine, Vladimir

   Published: 2002

   Publisher:  DIW, Berlin

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   RVK Categories:	QB 910 ; QB 910
   DDC Categories:	330; 380; 650; 670
   Series:	Discussion papers / German Institute for Economic Research ; 314
   Subjects:	Wirtschaftsindikator; Konjunkturtest; Prognoseverfahren; Schätzung
   Other subjects:	(stw)Wirtschaftsindikator; (stw)Frühindikator; (stw)Prognoseverfahren; (stw)Schätzung; (stw)Deutschland; jel:C22; jel:E32; jel:C25; Business cycle; leading indicators; probit model; McFadden's R2; Markov switching models; Konjunkturindikator (STW); Konjunkturprognose (STW); Prognoseverfahren (STW); Schätzung (STW); Deutschland (STW); Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
   Scope:	22 S., graph. Darst., 21 cm

3. Optimal forecasts from Markov switching models

   Author: Boot, Tom; Pick, Andreas

   Published: 2014

   Publisher:  DNB, Amsterdam

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   W 1612 (452)

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   Series:	DNB working paper ; 452
   Subjects:	Markov switching models; forecasting; optimal weights; GNP forecasting
   Scope:	43 S., graph. Darst.