//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~person:"Kohn, Robert"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Volatilität
Theorie
5
Theory
5
Bayes-Statistik
3
Bayesian inference
3
Volatility
3
Forecasting model
2
Neural networks
2
Neuronale Netze
2
Prognoseverfahren
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bayesian analysis
1
Capital income
1
Deep learning
1
Estimation
1
Experiment
1
Financial econometrics
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitaleinkommen
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Mixtures of copulas
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Multivariate income dynamics.
1
Prediction
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kohn, Robert
Gupta, Rangan
18
Wang, Yudong
11
Chan, Joshua
10
McAleer, Michael
10
Aït-Sahalia, Yacine
9
Marcellino, Massimiliano
9
Rodriguez, Gabriel
9
Wohar, Mark E.
8
Escobar, Marcos
7
Giglio, Stefano
7
Hallin, Marc
7
Jawadi, Fredj
7
Kelly, Bryan T.
7
Asai, Manabu
6
Caporin, Massimiliano
6
Catania, Leopoldo
6
Fernández-Villaverde, Jesús
6
Guerrón-Quintana, Pablo A.
6
Herwartz, Helmut
6
Ma, Feng
6
Nonejad, Nima
6
Shi, Yanlin
6
Tiwari, Aviral Kumar
6
Wu, Chongfeng
6
Zehri, Chokri
6
Zhang, Yaojie
6
Barigozzi, Matteo
5
Başak, Suleyman
5
Bekiros, Stelios
5
Bouri, Elie
5
Carriero, Andrea
5
Cross, Jamie
5
Della Corte, Pasquale
5
Farmer, Roger E. A.
5
Ftiti, Zied
5
Gallo, Giampiero M.
5
Ghysels, Eric
5
Gribisch, Bastian
5
Kollmann, Robert
5
Kumar, Dilip
5
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
2
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
3
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->