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subject:"Heston"
~person:"Gefang, Deborah"
~person:"Guo, Na"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Search: subject_exact:"Stochastic volatility"
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Heston
Börsenkurs
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Bayes-Statistik
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7
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7
Time series analysis
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Volatility
7
Volatilität
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Gefang, Deborah
Guo, Na
Clark, Todd E.
22
Lord, Roger
14
Mertens, Elmar
14
Carriero, Andrea
11
Chan, Joshua
10
Shin, Minchul
10
Tauchen, George Eugene
10
Zhang, Bo
10
Koopman, Siem Jan
9
Marcellino, Massimiliano
9
Diebold, Francis X.
8
Kahl, Christian
8
McCracken, Michael W.
8
Todorov, Viktor
8
Cross, Jamie
7
Hou, Chenghan
7
Schorfheide, Frank
7
Aastveit, Knut Are
6
Bao Hoang Nguyen
6
Huber, Florian
6
Koop, Gary
6
Li, Jia
6
Poon, Aubrey
6
Koekkoek, Remmert
5
Maneesoonthorn, Worapree
5
Martin, Gael M.
5
Mumtaz, Haroon
5
Nason, James Michael
5
Ravazzolo, Francesco
5
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4
Timmermann, Allan
4
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3
Dijk, Dick van
3
Gao, Shen
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ECONIS (ZBW)
7
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1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
3
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012437562
Saved in:
4
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
5
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
6
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
7
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
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