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subject:"Volatility"
type_genre:"Article in journal"
~person:"Allenby, Greg M."
~person:"Koopman, Siem Jan"
~person:"Liu, Zhi"
~person:"Zakoïan, Jean-Michel"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~type:"article"
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Volatility
Bayesian inference
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Estimation theory
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18
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Allenby, Greg M.
Koopman, Siem Jan
Liu, Zhi
Zakoïan, Jean-Michel
Tsionas, Efthymios G.
22
Lee, Lung-fei
21
Kumar, Dilip
16
Maheswaran, S.
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Li, Jia
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Teräsvirta, Timo
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Todorov, Viktor
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Tauchen, George Eugene
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Cai, Zongwu
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Shang, Han Lin
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Demetrescu, Matei
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Journal of econometrics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
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32
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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