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source:"econis"
subject:"Estimation"
~person:"Chan, Joshua"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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13
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13
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Chan, Joshua
Gil-Alaña, Luis A.
38
Gupta, Rangan
35
Caporale, Guglielmo Maria
32
Serletis, Apostolos
28
Bollerslev, Tim
26
McAleer, Michael
26
Kumbhakar, Subal
25
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22
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20
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19
Koopman, Siem Jan
17
Bekaert, Geert
16
Fabozzi, Frank J.
16
Herwartz, Helmut
16
Moosa, Imad A.
16
Tiwari, Aviral Kumar
16
Andersen, Torben
15
Asai, Manabu
15
Härdle, Wolfgang
15
MacDonald, Ronald
15
Pierdzioch, Christian
15
Wang, Yudong
15
Apergēs, Nikolaos
14
Aït-Sahalia, Yacine
14
Chang, Tsangyao
14
Diebold, Francis X.
14
Tzavalis, Elias
14
Caporin, Massimiliano
13
Engel, Charles
13
Engle, Robert F.
13
Engsted, Tom
13
Marcellino, Massimiliano
13
McMillan, David G.
13
Peel, David
13
Phillips, Peter C. B.
13
Taylor, Robert
13
Tsionas, Efthymios G.
13
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13
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12
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Journal of economic dynamics & control
3
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Economics letters
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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
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:
5
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
7
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
8
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
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