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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Cai, Zongwu"
~person:"Rodriguez, Gabriel"
~subject:"Bayesian Estimation and Comparison of Models"
~subject:"Schock"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
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Volatility
Bayesian Estimation and Comparison of Models
Schock
VAR-Modell
Estimation theory
42
Schätztheorie
42
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Time series analysis
17
Zeitreihenanalyse
17
Regression analysis
11
Regressionsanalyse
11
Nonparametric estimation
10
Forecasting model
8
Prognoseverfahren
8
VAR model
8
Causality analysis
7
Kausalanalyse
7
Statistical test
7
Statistischer Test
7
Volatilität
7
Bayes-Statistik
6
Bayesian inference
6
Impact assessment
6
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Wirkungsanalyse
6
Risikomaß
5
Risk measure
5
Stochastic Volatility
5
Autocorrelation
4
Autokorrelation
4
Capital income
4
Kapitaleinkommen
4
Modellierung
4
Scientific modelling
4
Shock
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Graue Literatur
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Bollerslev, Tim
Cai, Zongwu
Rodriguez, Gabriel
Lütkepohl, Helmut
33
Kilian, Lutz
18
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Inoue, Atsushi
11
Sentana, Enrique
11
Koopman, Siem Jan
10
Teräsvirta, Timo
10
Croux, Christophe
9
Gouriéroux, Christian
9
Athanasopoulos, George
8
Pesaran, M. Hashem
8
Vahid, Farshid
8
Benati, Luca
7
Chan, Joshua
7
Fiorentini, Gabriele
7
Monfort, Alain
7
Theodoridis, Konstantinos
7
Amengual, Dante
6
Andersen, Torben
6
Brandt, Michael W.
6
Härdle, Wolfgang
6
Koop, Gary
6
Linton, Oliver
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Bibinger, Markus
5
Binder, Michael
5
Bruns, Martin
5
Diebold, Francis X.
5
Guillén, Osmani Teixeira de Carvalho
5
Hafner, Christian M.
5
Huber, Florian
5
Issler, João Victor
5
Johansen, Søren
5
Kapetanios, George
5
Li, Degui
5
Marcellino, Massimiliano
5
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ECONIS (ZBW)
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Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
3
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
4
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
7
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
8
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
9
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
10
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
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