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accessRights:"restricted"
~accessRights:"free"
~person:"Kotzé, Kevin"
~person:"Omori, Yasuhiro"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
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Monte Carlo simulation
4
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4
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Kotzé, Kevin
Omori, Yasuhiro
Tsionas, Efthymios G.
17
Gupta, Rangan
12
Casarin, Roberto
7
Li, Yong
7
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Cavicchioli, Maddalena
5
Chang, Kuang-Liang
5
Gerlach, Richard
5
Wang, Chao
5
Yu, Jun
5
Billio, Monica
4
Dufays, Arnaud
4
Hammoudeh, Shawkat
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Ma, Feng
4
Maheu, John M.
4
Nakatsuma, Teruo
4
Yang, Qiao
4
Zhang, Xibin
4
Asai, Manabu
3
Assaf, A. Georges
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Chauvet, Marcelle
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Chen, Cathy W. S.
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Chkili, Walid
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Dijk, Dick van
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Donayre, Luiggi
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Hou, Chenghan
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Jin, Xin
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Kahalé, Nabil
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Kang, Kyu Ho
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Kim, Young Min
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Kolkiewicz, Adam W.
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Lu, Xinjie
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Econometric reviews
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
2
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
3
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
4
Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic research
33
(
2020
)
1,2
,
pp. 1538-1561
Persistent link: https://www.econbiz.de/10013179677
Saved in:
5
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10011935894
Saved in:
6
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
Saved in:
7
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
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