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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chan, Joshua"
~subject:"Aktienmarkt"
~subject:"Stochastic volatility"
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MPRA Paper
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
2
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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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
Saved in:
2
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
3
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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