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isPartOf:"Journal of econometrics"
~person:"Chan, Joshua"
~person:"Martin, Gael M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Stochastischer Prozess"
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Bayesian inference
Stochastischer Prozess
Volatility
4
Volatilität
4
Stochastic process
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Estimation
2
Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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State space model
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Stochastic volatility
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Option pricing theory
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Optionspreistheorie
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Chan, Joshua
Martin, Gael M.
Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
5
Asai, Manabu
4
Bollerslev, Tim
4
Andersen, Torben
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Aït-Sahalia, Yacine
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Carriero, Andrea
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Clark, Todd E.
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Li, Jia
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Xiu, Dacheng
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Yu, Jun
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Amengual, Dante
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Bondarenko, Oleg
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Boswijk, Herman Peter
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Chang, Chia-Lin
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Chib, Siddhartha
2
Creal, Drew
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Dufour, Jean-Marie
2
Forbes, Catherine Scipione
2
Francq, Christian
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Fusari, Nicola
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Gallant, A. Ronald
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Grynkiv, Iaryna
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Jensen, Mark J.
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Kim, Donggyu
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Maheu, John M.
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Park, Joon Y.
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Petrova, Katerina
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Poon, Aubrey
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Renault, Eric
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Renò, Roberto
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Swanson, Norman R.
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2
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CAMA working paper series
13
CAMA Working Paper
3
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
GRIPS discussion papers
2
International journal of forecasting
2
Journal of applied econometrics
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Energy economics
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Federal Reserve Bank of Cleveland working paper series
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
4
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
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