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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of empirical finance"
~person:"Adolfson, Malin"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Bootstrap approach
Estimation
Markov chain
Markov-Kette
Portfolio-Management
Time varying parameters
Theorie
15
Theory
15
Time series analysis
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Newbold, Paul
Adolfson, Malin
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Paccagnini, Alessia
Spanos, Aris
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Taylor, Robert
9
Phillips, Peter C. B.
7
Yao, Haixiang
7
Harvey, David I.
6
Leybourne, Stephen James
6
Mao, Tiantian
6
Young, Virginia R.
6
An, Sungbae
5
Cheung, Eric C. K.
5
Dhaene, Jan
5
Furman, Edward
5
Gouriéroux, Christian
5
Guan, Guohui
5
Kilian, Lutz
5
Landsman, Zinoviy
5
Li, Danping
5
Maasoumi, Esfandiar
5
Rüschendorf, Ludger
5
Schorfheide, Frank
5
Wang, Ruodu
5
Wong, Bernard
5
Wong, Hoi Ying
5
Andreou, Elena
4
Avanzi, Benjamin
4
Chen, Ping
4
Chiu, Mei Choi
4
Cossette, Hélène
4
Denuit, Michel
4
Franses, Philip Hans
4
Kapetanios, George
4
Koop, Gary
4
Landriault, David
4
McAleer, Michael
4
Peng, Liang
4
Psaradakis, Zacharias G.
4
Shen, Yang
4
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
Insurance / Mathematics & economics
Journal of empirical finance
International journal of forecasting
5
Economics letters
4
Applied economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
A companion to economic forecasting
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of empirical economics and finance
1
International finance
1
International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of commodity markets
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Journal of economic surveys
1
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Journal of monetary economics
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Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Monetary policy and exchange rates : breakthrough of pass-through
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
The econometrics journal
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ECONIS (ZBW)
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1
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
2
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
3
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
4
Skew mixture models for loss distributions : a Bayesian approach
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 617-623
Persistent link: https://www.econbiz.de/10009683205
Saved in:
5
Bayesian analysis of DSGE models : some comments
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003509082
Saved in:
6
Bayesian analysis of DSGE models : rejoinder
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 211-219
Persistent link: https://www.econbiz.de/10003509113
Saved in:
7
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
8
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
9
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
10
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
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