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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"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Markov chain"
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ARCH model
Aktienmarkt
Bayes-Statistik
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
13
Volatilität
13
Markov chain Monte Carlo
9
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
ARCH-Modell
5
Correlation
5
Korrelation
5
Panel
5
Panel study
5
VAR model
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VAR-Modell
5
Latent variable models
4
Nichtparametrisches Verfahren
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Nonparametric statistics
4
Sampling
4
Statistical distribution
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Statistische Verteilung
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Stichprobenerhebung
4
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MCMC
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Aufsatz in Zeitschrift
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English
25
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Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Maheu, John M.
2
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
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Clark, Todd E.
1
Creal, Drew
1
Dellaportas, Petros
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Griffin, Jim E.
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Herwartz, Helmut
1
Hong, Han
1
Hoogerheide, Lennart
1
Jacobi, Liana
1
Kalli, Maria
1
Kaufmann, Sylvia
1
King, Maxwell L.
1
Klein, Nadja
1
Kneib, Thomas
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Kole, Erik
1
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Energy economics
22
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Applied economics
15
Economic modelling
14
Finance research letters
14
Economics letters
13
European journal of operational research : EJOR
13
Quantitative finance
13
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of empirical finance
10
Risks : open access journal
10
Econometric reviews
9
International review of financial analysis
9
Journal of forecasting
9
Journal of risk and financial management : JRFM
9
Computational economics
8
Research in international business and finance
8
Applied economics letters
7
Econometrics : open access journal
7
International review of economics & finance : IREF
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Journal of applied econometrics
6
Journal of banking & finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The journal of futures markets
5
International journal of economics and finance
4
International journal of emerging markets
4
International journal of production research
4
Journal of financial econometrics
4
Review of quantitative finance and accounting
4
Scandinavian actuarial journal
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Economic research
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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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
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:
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
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:
7
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:
8
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
Saved in:
9
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
10
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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