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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Purchasing power parity"
~subject:"Theorie"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Bibliography included"
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Bayesian inference
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Prucha, Ingmar R.
2
Pötscher, Benedikt M.
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Asai, Manabu
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Maasoumi, Esfandiar
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric Institute research papers
Econometric reviews
Economics letters
Journal of empirical finance
Fortschritt-Berichte VDI / 16
1
Journal of economic surveys
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1
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
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2
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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