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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:"Clark, Todd E."
~person:"Lux, Thomas"
~person:"Rappaport, Jordan"
~subject:"Bayes-Statistik"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Beine, Michel
Bauwens, Luc
Brown, Jason P.
Bundick, Brent
Clark, Todd E.
Lux, Thomas
Rappaport, Jordan
Lucas, André
5
Sentana, Enrique
4
Chan, Joshua
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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
The econometrics journal
3
Econometric reviews
2
International journal of forecasting
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Economic inquiry : journal of the Western Economic Association International
1
Empirica : journal of european economics
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International economic review
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of mathematical economics
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ECONIS (ZBW)
6
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1
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:
2
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
3
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:
4
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:
5
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:
6
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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