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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
Forecasting model
Monte-Carlo-Simulation
Markov chain
41
Markov-Kette
41
Theorie
21
Theory
21
Estimation
18
Schätzung
18
Bayesian inference
16
Monte Carlo simulation
15
Estimation theory
14
Schätztheorie
14
Volatility
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Volatilität
13
Markov chain Monte Carlo
9
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
6
Prognoseverfahren
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Share price
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ARCH-Modell
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Correlation
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Korrelation
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Panel
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Panel study
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Nichtparametrisches Verfahren
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28
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Li, Yong
4
Yu, Jun
4
Jin, Xin
3
Maheu, John M.
3
Zeng, Tao
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Billio, Monica
1
Bognanni, Mark
1
Borowska, Agnieszka
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Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Casarin, Roberto
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Catania, Leopoldo
1
Chan, Joshua
1
Clark, Todd E.
1
Creal, Drew
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Dellaportas, Petros
1
Di Mari, Roberto
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
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Fulop, Andras
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Gallant, A. Ronald
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Griffin, Jim E.
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Herwartz, Helmut
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Hong, Han
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Jacobi, Liana
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Kalli, Maria
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Kaufmann, Sylvia
1
King, Maxwell L.
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Klein, Nadja
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
26
Energy economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
European journal of operational research : EJOR
19
Applied economics
17
Economic modelling
17
Finance research letters
17
Quantitative finance
16
Economics letters
15
Journal of forecasting
15
International review of financial analysis
13
Risks : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Computational economics
10
Econometric reviews
10
Journal of empirical finance
10
Research in international business and finance
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Applied economics letters
8
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8
International review of economics & finance : IREF
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International Journal of Financial Studies : open access journal
7
Journal of banking & finance
7
Global finance journal
6
Insurance / Mathematics & economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of applied econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
International journal of economics and finance
5
International journal of production research
5
The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of emerging markets
4
International journal of finance & economics : IJFE
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1
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:
2
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:
3
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:
4
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:
5
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
6
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
10
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
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