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person:"Beine, Michel"
subject:"EU-Staaten"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Research working papers / Federal Reserve Bank of Kansas City"
~person:"Bauwens, Luc"
~person:"Brown, Jason P."
~person:"Bundick, Brent"
~person:"Chan, Joshua"
~person:"Clark, Todd E."
~person:"Lux, Thomas"
~person:"Rappaport, Jordan"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
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Beine, Michel
Bauwens, Luc
Brown, Jason P.
Bundick, Brent
Chan, Joshua
Clark, Todd E.
Lux, Thomas
Rappaport, Jordan
Lucas, André
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research working papers / Federal Reserve Bank of Kansas City
Journal of applied econometrics
5
International journal of forecasting
4
Journal of econometrics
4
Journal of economic dynamics & control
4
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2
Journal of urban economics
2
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirica : journal of european economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical economics
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
8
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1
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
2
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:
3
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
4
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:
5
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
6
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
7
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
Saved in:
8
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
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