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person:"Di Giovanni, Julian"
subject:"Volatilität"
~person:"Chan, Joshua"
~source:"econis"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
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Volatilität
Stochastic process
Zeitreihenanalyse
Zustandsraummodell
Estimation
62
Schätzung
62
Volatility
28
Theorie
27
Theory
27
State space model
21
Time series analysis
20
Bayes-Statistik
19
Bayesian inference
19
Stochastischer Prozess
17
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13
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VAR model
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VAR-Modell
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Welt
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Bayesian model comparison
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Bruttoinlandsprodukt
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United States
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Inflation expectations
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Inflationserwartung
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Estimation theory
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English
42
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Di Giovanni, Julian
Chan, Joshua
Gil-Alaña, Luis A.
185
Caporale, Guglielmo Maria
179
Gupta, Rangan
120
McAleer, Michael
97
Koopman, Siem Jan
66
Pesaran, M. Hashem
59
Pierdzioch, Christian
56
Tiwari, Aviral Kumar
51
Bahmani-Oskooee, Mohsen
48
Bollerslev, Tim
45
Herwartz, Helmut
37
Härdle, Wolfgang
37
Hautsch, Nikolaus
36
Kapetanios, George
35
Wohar, Mark E.
35
Todorov, Viktor
34
Koop, Gary
33
Belke, Ansgar
32
Engle, Robert F.
32
Miller, Stephen M.
32
Balcilar, Mehmet
31
Bouri, Elie
31
Chang, Chia-Lin
31
Chang, Tsangyao
30
Marcellino, Massimiliano
30
Asai, Manabu
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Gao, Jiti
28
Narayan, Paresh Kumar
27
Diebold, Francis X.
26
Ma, Feng
26
McMillan, David G.
26
Buch, Claudia M.
25
Franses, Philip Hans
25
Timmermann, Allan
25
Xuan Vinh Vo
25
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
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CAMA working paper series
14
Econometric reviews
3
Economics letters
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
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
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:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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