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subject:"Volatility"
~isPartOf:"Finance research letters"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Bayes-Theorem"
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Volatility
Estimation
Bayes-Statistik
26
Bayesian inference
26
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10
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7
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7
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7
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Ardia, David
2
Österholm, Pär
2
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1
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1
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1
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1
Davidovic, Milivoje
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Finance research letters
Journal of econometrics
50
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41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Journal of economic dynamics & control
32
Journal of applied econometrics
29
International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Economics letters
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14
Journal of international money and finance
14
Applied economics letters
11
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International review of financial analysis
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
14
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1
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
2
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:
3
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio
;
Hansen, Erwin
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Saved in:
4
The relation between the high-yield bond spread and the unemployment rate in the euro area
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341510
Saved in:
5
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
6
From pandemic to financial contagion : high-frequency risk metrics and Bayesian volatility analysis
Davidovic, Milivoje
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014580468
Saved in:
7
Mispricing, returns and the quest for parsimony
In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
8
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:
9
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
10
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:
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