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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Bayes-Statistik"
~subject:"Statistical test"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
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Estimation theory
4,974
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4,974
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1,196
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1,174
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Phillips, Peter C. B.
12
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12
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11
Li, Jia
11
Linton, Oliver
11
Bera, Anil K.
10
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10
Zhu, Ke
10
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9
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9
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8
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8
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8
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
Mykland, Per A.
6
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6
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6
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6
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283
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77
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65
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55
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53
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39
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35
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33
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31
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14
Applied economics
13
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10
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10
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9
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9
International journal of production research
8
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8
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8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of risk
7
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7
Research in international business and finance
7
Scandinavian actuarial journal
7
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ECONIS (ZBW)
1,653
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1
Identifying key sectors of sustainable development : a Bayesian framework estimating policy-impacts in a general equilibrium
Ziesmer, Johannes
- In:
Agribusiness : an international journal
40
(
2024
)
2
,
pp. 458-483
Persistent link: https://www.econbiz.de/10014560591
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2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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3
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
4
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
5
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
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6
On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests
Deheri, Abdhut
- In:
The Indian economic journal
72
(
2024
)
4
,
pp. 585-601
Persistent link: https://www.econbiz.de/10014632369
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7
Economic activities and oil price shocks in Indian outlook : direction of causality and testing cointegration
Sharma, Preeti
;
Shrivastava, Avinash Kumar
- In:
Global business review
25
(
2024
)
3
,
pp. 771-790
Persistent link: https://www.econbiz.de/10014634363
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8
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
9
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
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10
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
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