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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Stochastischer Prozess
Markov chain
61
Markov-Kette
60
Theorie
36
Theory
36
Bayesian inference
21
Monte Carlo simulation
19
Estimation
18
Schätzung
18
Estimation theory
14
Schätztheorie
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Volatility
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Volatilität
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Stochastic process
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Markov chain Monte Carlo
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Share price
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Forecasting model
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Prognoseverfahren
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ARCH-Modell
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Correlation
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Panel
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Panel study
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VAR model
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VAR-Modell
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MCMC
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Nichtparametrisches Verfahren
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Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Kou, Steven
2
Maheu, John M.
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Baldovin, Fulvio
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Bauwens, Luc
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Quantitative finance
24
Energy economics
23
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Finance research letters
18
Risks : open access journal
18
Economic modelling
17
Applied economics
16
Computational economics
16
Journal of economic dynamics & control
16
Insurance / Mathematics & economics
15
Operations research
14
Economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
International journal of production research
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Econometric reviews
10
International journal of theoretical and applied finance
10
International review of financial analysis
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Journal of empirical finance
10
Econometrics : open access journal
9
International review of economics & finance : IREF
9
Research in international business and finance
9
Scandinavian actuarial journal
9
Applied economics letters
7
Journal of applied econometrics
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Quantitative economics : QE ; journal of the Econometric Society
7
International Journal of Financial Studies : open access journal
6
Journal of banking & finance
6
Review of quantitative finance and accounting
6
The journal of futures markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Dynamic project expediting : a stochastic shortest-path approach
Bertazzi, Luca
;
Mogre, Riccardo
;
Trichakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3748-3768
Persistent link: https://www.econbiz.de/10014551986
Saved in:
2
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
5
Using social network activity data to identify and target job seekers
Ebbes, Peter
;
Netzer, Oded
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3026-3046
Persistent link: https://www.econbiz.de/10013368366
Saved in:
6
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
7
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
8
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
9
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
10
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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