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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Theorie"
~person:"Chan, Joshua"
~person:"Tse, Yiu Kuen"
~subject:"Volatilität"
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Volatilität
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Chan, Joshua
Tse, Yiu Kuen
Bollerslev, Tim
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Diebold, Francis X.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CAMA working paper series
12
Econometric reviews
2
Economics letters
2
GRIPS discussion papers
2
Journal of econometrics
2
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ECONIS (ZBW)
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1
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
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2
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
3
Estimation of high-frequency volatility : an autoregressive conditional duration approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
Saved in:
4
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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