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subject:"Innovation"
~person:"Chan, Joshua"
~person:"McAleer, Michael"
~subject:"International economics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Multi-volume publication"
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Innovation
International economics
Volatility
Theorie
100
Theory
100
Time series analysis
32
Volatilität
32
Zeitreihenanalyse
32
Stochastic process
27
Stochastischer Prozess
27
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22
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22
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19
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19
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16
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14
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32
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Chan, Joshua
McAleer, Michael
Beladi, Hamid
32
Jones, Ronald Winthrop
25
Gupta, Rangan
22
Malerba, Franco
21
Bollerslev, Tim
20
Lambertini, Luca
18
Marjit, Sugata
17
Aghion, Philippe
16
Antonelli, Cristiano
16
Andersen, Torben
15
Asai, Manabu
15
Audretsch, David B.
15
Dosi, Giovanni
14
Kemp, Murray C.
14
Mukherjee, Arijit
14
Chu, Angus C.
13
Denicolò, Vincenzo
13
Wang, Yudong
13
Cozzi, Guido
12
Herwartz, Helmut
12
Michael, Michael S.
12
Renault, Eric
12
Thompson, Henry
12
Batabyal, Amitrajeet A.
11
Caporin, Massimiliano
11
Deardorff, Alan V.
11
Hazari, Bharat R.
11
Krugman, Paul R.
11
Lahiri, Sajal
11
Markusen, James R.
11
Westerhoff, Frank H.
11
Yu, Jun
11
Zhang, Jie
11
Aït-Sahalia, Yacine
10
Baumol, William J.
10
Broll, Udo
10
Choi, Jay Pil
10
Ghysels, Eric
10
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Econometric reviews
9
Journal of econometrics
6
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
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1
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1
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ECONIS (ZBW)
32
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1
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:
2
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:
3
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:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
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:
8
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
9
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:
10
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
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