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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~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
Monte-Carlo-Simulation
Schätztheorie
Statistical distribution
Stochastischer Prozess
Markov chain
41
Markov-Kette
41
Theorie
21
Theory
21
Estimation
18
Schätzung
18
Bayesian inference
16
Monte Carlo simulation
15
Estimation theory
14
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13
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Markov chain Monte Carlo
9
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Forecasting model
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Prognoseverfahren
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Share price
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ARCH-Modell
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Panel study
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Nichtparametrisches Verfahren
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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
Bonhomme, Stéphane
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Borowska, Agnieszka
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
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Casarin, Roberto
1
Chan, Joshua
1
Chang, Yoosoon
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Choi, Yongok
1
Clark, Todd E.
1
Creal, Drew
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Dellaportas, Petros
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
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Eisenstat, Eric
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Fearnley, Marcus
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Fisher, Adlai
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Fulop, Andras
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Gallant, A. Ronald
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Golombek, Rolf
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Gouriéroux, Christian
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Griffin, Jim E.
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Herwartz, Helmut
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Journal of econometrics
European journal of operational research : EJOR
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Quantitative finance
25
Energy economics
23
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Finance research letters
20
Computational economics
19
Risks : open access journal
19
Applied economics
17
Economic modelling
17
Insurance / Mathematics & economics
17
Economics letters
16
Journal of economic dynamics & control
16
Operations research
15
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of production research
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Econometric reviews
12
Mathematics of operations research
12
Scandinavian actuarial journal
12
Econometrics : open access journal
11
International journal of theoretical and applied finance
10
International review of financial analysis
10
Journal of empirical finance
10
Operations research letters
10
International review of economics & finance : IREF
9
Research in international business and finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Quantitative economics : QE ; journal of the Econometric Society
8
Applied economics letters
7
Journal of applied econometrics
7
Manufacturing & service operations management : M & SOM
7
Mathematical methods of operations research : ZOR
7
Review of quantitative finance and accounting
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International Journal of Financial Studies : open access journal
6
International journal of financial engineering
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ECONIS (ZBW)
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
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
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:
6
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:
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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