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subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Strathclyde discussion papers in economics"
~person:"Hou, Chenghan"
~subject:"Stock market"
~subject:"Theory"
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Volatilität
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Hou, Chenghan
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International journal of forecasting
Journal of banking & finance
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
2
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
3
Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941
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