//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"Econometric reviews"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bayes-Theorem"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Stochastic process
Bayes-Statistik
67
Bayesian inference
67
Theorie
44
Theory
44
Estimation
17
Schätzung
17
Forecasting model
14
Prognoseverfahren
14
Modellierung
13
Scientific modelling
13
Stochastischer Prozess
12
Volatilität
12
Estimation theory
11
Schätztheorie
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Markov chain
9
Markov-Kette
9
USA
8
United States
8
VAR model
8
VAR-Modell
8
Induktive Statistik
7
Statistical inference
7
Statistical distribution
6
Statistische Verteilung
6
Time series analysis
6
Zeitreihenanalyse
6
Econometrics
5
Ökonometrie
5
Entropie
4
Entropy
4
MCMC
4
Regression analysis
4
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
15
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
16
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
16
Author
All
Chan, Joshua
2
Adolfson, Malin
1
Ausín, M. Concepción
1
Cai, Yuzhi
1
Dellaportas, Petros
1
Denison, David G. T.
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Galeano, Pedro
1
Holmes, Chris
1
Kolossiatis, Michalis
1
Koop, Gary
1
León-González, Roberto
1
Lindé, Jesper
1
Lopes, Hedibert Freitas
1
Meyer, Renate
1
Milani, Fabio
1
Pesaran, M. Hashem
1
Pettenuzzo, Davide
1
Pitts, Andrew
1
Poirier, Dale J.
1
Poon, Aubrey
1
Rombouts, Jeroen V. K.
1
Smith, Michael
1
Strachan, Rodney W.
1
Timmermann, Allan
1
Trede, Mark
1
Villani, Mattias
1
Virbickaitė, Audronė
1
Wilfling, Bernd
1
Yu, Jun
1
Zaharieva, Martina Danielova
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
27
Energy economics
15
International journal of forecasting
14
European journal of operational research : EJOR
13
Economic modelling
10
Journal of applied econometrics
10
Journal of forecasting
9
Computational economics
8
Economics letters
8
Quantitative economics : QE ; journal of the Econometric Society
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Econometrics : open access journal
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Finance research letters
6
Journal of risk and financial management : JRFM
6
Central European journal of economic modelling and econometrics
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Operations research
5
Quantitative finance
5
The econometrics journal
5
Applied economics letters
4
Journal of international money and finance
4
Journal of the American Statistical Association : JASA
4
Research in international business and finance
4
The journal of futures markets
4
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial markets
3
Journal of macroeconomics
3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance and economics
3
The European journal of finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
4
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
5
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
6
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
7
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
8
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
Saved in:
9
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
10
Econometric issues in DSGE models
Milani, Fabio
;
Poirier, Dale J.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 201-204
Persistent link: https://www.econbiz.de/10003509094
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->