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subject:"Börsenkurs"
~person:"Bauwens, Luc"
~person:"Feng, Yuanhua"
~person:"Runde, Ralf"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Bayes-Statistik
Deutschland
Estimation theory
78
Schätztheorie
78
Theorie
39
Theory
39
Time series analysis
31
Zeitreihenanalyse
31
Share price
17
ARCH model
16
ARCH-Modell
16
Nichtparametrisches Verfahren
16
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16
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14
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13
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English
28
German
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Bauwens, Luc
Feng, Yuanhua
Runde, Ralf
Koop, Gary
25
Winkelmann, Rainer
22
Lechner, Michael
21
Pesaran, M. Hashem
20
Schorfheide, Frank
19
Tsionas, Efthymios G.
17
Lütkepohl, Helmut
15
Kapetanios, George
14
Wolters, Jürgen
14
Fernández-Villaverde, Jesús
13
Gao, Jiti
13
Kohn, Robert
13
Zhang, Xibin
13
Chaturvedi, Anoop
12
Tauchen, George Eugene
12
Del Negro, Marco
11
Linton, Oliver
11
Martin, Gael M.
11
Matlin, Ethan
11
Sarfati, Reca
11
Zhang, Xinyu
11
Ardia, David
10
Bekaert, Geert
10
Cheng, Tingting
10
Hautsch, Nikolaus
10
Härdle, Wolfgang
10
Kilian, Lutz
10
Robert, Christian P.
10
Shin, Minchul
10
Teräsvirta, Timo
10
Aßmann, Christian
9
Baltagi, Badi H.
9
Bresson, Georges
9
Doppelhofer, Gernot
9
Herbst, Edward P.
9
Hong, Han
9
Huber, Florian
9
Koopman, Siem Jan
9
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Annales d'économie et de statistique
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Handbook of research methods and applications in empirical macroeconomics
1
Institutional arrangements for global economic integration
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
1
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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ECONIS (ZBW)
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
A Bayesian Method of Change-Point Estimation with Recurrent Regimes : Application to GARCH Models
Bauwens, Luc
-
2017
We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH models subjected to an unknown number of structural breaks at unknown dates. We treat break dates as parameters and determine the number of breaks by computing the marginal...
Persistent link: https://www.econbiz.de/10012956780
Saved in:
5
Bayesian Methods
Bauwens, Luc
-
2012
Persistent link: https://www.econbiz.de/10013108925
Saved in:
6
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
7
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
8
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
9
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
- In:
Handbook of research methods and applications in …
,
(pp. 363-380)
.
2013
Persistent link: https://www.econbiz.de/10010206760
Saved in:
10
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
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