Dissertations / Theses on the topic 'Markov Switching'
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Blagov, Boris [Verfasser], and Michael [Akademischer Betreuer] Funke. "Four Essays on Markov-Switching DSGE and Markov-Switching VAR Models / Boris Blagov. Betreuer: Michael Funke." Hamburg : Staats- und Universitätsbibliothek Hamburg, 2016. http://d-nb.info/1103233408/34.
Full textMazali, Rogério. "Improving mutual fund market timing measures: a markov switching approach." reponame:Repositório Institucional do FGV, 2001. http://hdl.handle.net/10438/55.
Full textKoh, You Beng, and 辜有明. "Bayesian analysis in Markov regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521644.
Full textSantos, João Ramiro Rodrigues Simões dos. "Credit cycle identification: A Markov-switching application." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11723.
Full textKaradag, Mehmet Ali. "Analysis Of Turkish Stock Market With Markov Regime Switching Volatility Models." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/3/12609787/index.pdf.
Full textHrabovska, Yevheniia <1994>. "A Markov-Switching Model for Bubble Detection in the Stock Market." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10797.
Full textHumala, Acuña Alberto. "Markov switching modelling of interest rate pass-through." Thesis, University of Warwick, 2005. http://wrap.warwick.ac.uk/34676/.
Full textCheng, Jie. "An Extended Class of Markov Switching Autoregressive Models." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.508540.
Full textDutra, Livia Maria. "Exact Bayesian inference for Markov switching Cox processes." Universidade Federal de Minas Gerais, 2015. http://hdl.handle.net/1843/BUBD-9WGFNQ.
Full textFan, Qianzhu. "Stochastic heat equations with Markovian switching." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/stochastic-heat-equations-with-markovian-switching(8958d026-671e-4c63-a639-b4a7b120a968).html.
Full textStockel, Jakob, and Niklas Skantz. "Regime shifts in the Swedish housing market - A Markov-switching model analysis." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-190178.
Full textSpagnolo, Fabio. "Nonlinear error-correction models with regime switching." Thesis, Birkbeck (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.368915.
Full textChen, Max. "Business cycles and asset allocation : a Markov switching approach /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/7514.
Full textZheng, Fei. "Learning and smoothing in switching Markov models with copulas." Thesis, Lyon, 2017. http://www.theses.fr/2017LYSEC066/document.
Full textElidrissi, Imane <1991>. "applying Markov Chain switching model to Systemic Risk measures." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6943.
Full textChen, Ping. "Asset-liability management under regime-switching models." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43223928.
Full textZhu, Jinxia. "Ruin theory under Markovian regime-switching risk models." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/b40203980.
Full textSajjad, Rasoul. "Value-at-risk in a Markov regime-switching GARCH framework." Thesis, University of Essex, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.438117.
Full textMoreira, Rafael Henrique Rodrigues. "Modelos multivariados com Markov Switching aplicados à política monetária brasileira." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/12/12140/tde-11072007-140949/.
Full textValladares, Frederico Estrella Carneiro. "Real exchange rate misalignments : an application of Markov switching models." reponame:Repositório Institucional do FGV, 2002. http://hdl.handle.net/10438/7951.
Full textFardel, Victor <1990>. "Markov-Switching copula models for dependence analysis in time series." Master's Degree Thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/4815.
Full textFavotto, Alessandro <1989>. "Miglioramento del Marginal Expected Shortfall con un modello Markov Switching." Master's Degree Thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/5168.
Full textChen, Ping, and 陈平. "Asset-liability management under regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43223928.
Full textEmery, Martin Banking & Finance Australian School of Business UNSW. "Studies into global asset allocation strategies using the markov-switching model." Publisher:University of New South Wales. Banking & Finance, 2008. http://handle.unsw.edu.au/1959.4/43098.
Full textSchwendener, Alvin. "Regime-Switching Modell für die Schätzung von Marktdynamiken." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654086001/$FILE/01654086001.pdf.
Full textZhu, Jinxia, and 朱金霞. "Ruin theory under Markovian regime-switching risk models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40203980.
Full textBrowne, Perry James. "The filtering of linear dynamic models with switching coefficients." Thesis, University of Sussex, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.295975.
Full textCheung, Ka-chun. "Optimal asset allocation problems under the discrete-time regime-switching model." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B31311234.
Full textCastoe, Minna, and Teo Raspudic. "Option Pricing Under the Markov-switching Framework Defined by Three States." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48808.
Full textCavicchioli, Maddalena <1985>. "Essays on Markov Switching models with applications in economics and finance." Doctoral thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/4602.
Full textFrühwirth-Schnatter, Sylvia. "MCMC Estimation of Classical and Dynamic Switching and Mixture Models." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/698/1/document.pdf.
Full textFitzpatrick, Matthew Anthony. "Multi-regime models involving Markov chains." Thesis, The University of Sydney, 2016. http://hdl.handle.net/2123/14530.
Full textAwirothananon, Thatphong. "Information Criterion and Joint Determination of the Numbers of Regimes and Variables in Markov Switching Model: Simulation and Empirical Application." Thesis, Griffith University, 2009. http://hdl.handle.net/10072/367009.
Full textSchweizer, Andreas. "Analysis and optimisation of stable matching in combined input and output queued switches." Western Australian Telecommunications Research Institute, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0078.
Full textDarmanjian, Shalom. "Switching Hidden-Markov Model and hardware implementation for a Brain-Machine Interface." [Gainesville, Fla.] : University of Florida, 2005. http://purl.fcla.edu/fcla/etd/UFE0009426.
Full textHayashi, Miwa. "Hidden Markov Models for analysis of pilot instrument scanning and attention switching." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28912.
Full textKandemir, Kocaaslan Ozge. "An empirical investigation of the U.S. GDP growth : a Markov switching approach." Thesis, University of Sheffield, 2013. http://etheses.whiterose.ac.uk/3250/.
Full textDridi, Mohamed Azzeddine <1985>. "Markov-switching correlation models for contagion analysis in commodity and stock markets." Master's Degree Thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/4833.
Full textBulfone, Giacomo <1996>. "CDS spreads determinants and COVID-19 pandemic: A Bayesian Markov-switching model." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/17624.
Full textCheung, Ka-chun, and 張家俊. "Optimal asset allocation problems under the discrete-time regime-switching model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B31311234.
Full textHurth, Tobias. "Invariant densities for dynamical systems with random switching." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/52274.
Full textBergstrom, Peter D. Jr. "Markov chain models for all-optical shared memory packet switches." Diss., Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/15361.
Full textGiroud, Xavier. "A Markov-Switching Equilibrium Correction Model for Intraday Futures and Stock Index Returns." St. Gallen, 2004. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/99630345001/$FILE/99630345001.pdf.
Full textSpagnolo, Nicola. "Nonlinearity testing, model selection and forecasting in the prescence of Markov regime switching." Thesis, Birkbeck (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.368914.
Full textYe, Lingyun. "MARKOV REGIME-SWITCHING MODELS." 2012. http://hdl.handle.net/10222/15126.
Full textLiao, Li-na, and 廖麗娜. "Double Markov Switching GARCH Models." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/37885659092168474199.
Full textLin, Jia-tien, and 林家田. "Option Pricing with Markov Switching VAR Process." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/37353688316936288372.
Full textHuang, Jiun-Yan, and 黃俊諺. "Optimal Sales Promotion Strategy - Markov Switching Approach." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/77043446389566517164.
Full textHung, Ming-Yang, and 洪銘陽. "Option pricing under Markov-switching GARCH Processes." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/77199291988680844155.
Full text楊瑋勻. "Markov-Switching Model for Taiwan financial crises." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/51354153699664215607.
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