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subject:"Theorie"
~person:"Chan, Joshua"
~person:"Tse, Yiu Kuen"
~subject:"Volatilität"
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Theorie
Volatilität
Estimation
48
Schätzung
48
Time series analysis
25
Volatility
25
Zeitreihenanalyse
25
Theory
23
State space model
21
Zustandsraummodell
21
Bayes-Statistik
19
Bayesian inference
19
Stochastic process
17
Stochastischer Prozess
17
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Bayesian model comparison
9
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Estimation theory
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stochastic volatility
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Chan, Joshua
Tse, Yiu Kuen
Caporale, Guglielmo Maria
126
Gupta, Rangan
100
Gil-Alaña, Luis A.
96
McAleer, Michael
89
Pesaran, M. Hashem
79
Pierdzioch, Christian
65
Hautsch, Nikolaus
62
Härdle, Wolfgang
60
Belke, Ansgar
56
Bollerslev, Tim
55
Koopman, Siem Jan
50
Herwartz, Helmut
49
Bahmani-Oskooee, Mohsen
48
Heckman, James J.
48
Marcellino, Massimiliano
47
Engle, Robert F.
45
Blundell, Richard W.
40
Timmermann, Allan
40
Buch, Claudia M.
39
Diebold, Francis X.
39
Wohar, Mark E.
39
Todorov, Viktor
38
Döpke, Jörg
37
Belzil, Christian
36
Acemoglu, Daron
34
Kilian, Lutz
34
Serletis, Apostolos
34
Berg, Gerard J. van den
33
Engel, Charles
32
Aghion, Philippe
31
Mumtaz, Haroon
31
Reitz, Stefan
31
MacDonald, Ronald
30
Semmler, Willi
30
Asai, Manabu
29
Bouri, Elie
29
Caporin, Massimiliano
29
Egger, Peter
29
Kumbhakar, Subal
29
Basu, Susanto
28
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CAMA working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
2
Economics letters
2
GRIPS discussion papers
2
Journal of econometrics
2
Journal of economic dynamics & control
2
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1
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1
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ECONIS (ZBW)
37
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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
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
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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