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subject:"Time series analysis"
subject:"United States"
~person:"Bollerslev, Tim"
~person:"Chan, Joshua"
~subject:"Inflationsrate"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Time series analysis
United States
Inflationsrate
Estimation
45
Schätzung
45
Volatility
28
Volatilität
28
Theorie
23
Theory
23
Zeitreihenanalyse
20
Capital income
18
Kapitaleinkommen
18
USA
13
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
11
Share price
11
Stochastic process
11
Stochastischer Prozess
11
Bayes-Statistik
10
Bayesian inference
10
Risikoprämie
9
Risk premium
9
State space model
9
Zustandsraummodell
9
High-frequency data
8
Estimation theory
7
Schätztheorie
7
VAR model
6
VAR-Modell
6
Bayesian model comparison
5
Deutschland
5
Germany
5
CAPM
4
Deutsche Mark
4
Exchange rate
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
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Article
32
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Article in journal
Bibliografie enthalten
Government document
Aufsatz in Zeitschrift
32
Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
24
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English
32
Author
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Bollerslev, Tim
Chan, Joshua
Gil-Alaña, Luis A.
93
Gupta, Rangan
75
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
43
Tiwari, Aviral Kumar
32
Chang, Tsangyao
29
Wohar, Mark E.
28
Moosa, Imad A.
26
Balcilar, Mehmet
18
Koopman, Siem Jan
17
Miller, Stephen M.
17
McAleer, Michael
16
Payne, James E.
15
Salisu, Afees A.
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Heckman, James J.
14
Hsing, Yu
14
Ranjbar, Omid
14
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Ramírez, Miguel D.
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Marcellino, Massimiliano
12
Narayan, Paresh Kumar
12
Neumark, David
12
Sarno, Lucio
12
Todorov, Viktor
12
Cheung, Yin-Wong
11
Diebold, Francis X.
11
Engle, Robert F.
11
Jawadi, Fredj
11
Li, Jia
11
Andersen, Torben
10
Bali, Turan G.
10
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of economic dynamics & control
3
Econometric reviews
2
Economics letters
2
Journal of applied econometrics
2
The journal of finance : the journal of the American Finance Association
2
International economic review
1
International journal of forecasting
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
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ECONIS (ZBW)
32
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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
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
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:
10
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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