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subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Bayes-Theorem"
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Volatility
Bayes-Statistik
85
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Finance research letters
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23
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1
Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
3
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
4
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
5
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
6
Bayesian change point analysis of Bitcoin returns
Thies, Sven
;
Molnár, Peter
- In:
Finance research letters
27
(
2018
),
pp. 223-227
Persistent link: https://www.econbiz.de/10012006867
Saved in:
7
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
8
Fiscal news and macroeconomic volatility
Born, Benjamin
;
Peter, Alexandra
;
Pfeifer, Johannes
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2582-2601
Persistent link: https://www.econbiz.de/10010348116
Saved in:
9
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca
- In:
Journal of economic dynamics & control
35
(
2011
)
7
,
pp. 1106-1125
Persistent link: https://www.econbiz.de/10009241494
Saved in:
10
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Saved in:
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