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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Chan, Joshua"
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Theory"
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Stochastischer Prozess
Theorie
87
Theory
87
Stochastic process
39
Time series analysis
29
Zeitreihenanalyse
29
Bayes-Statistik
20
Bayesian inference
20
Volatility
20
Volatilität
20
Estimation
11
Schätzung
11
Risikoaversion
9
Risk aversion
9
State space model
9
Zustandsraummodell
9
Markov chain
8
Markov-Kette
8
VAR model
8
VAR-Modell
8
Forecasting model
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Almost stochastic dominance
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Risiko
6
Risk
6
Stochastic volatility
6
Bayesian model comparison
5
Business cycle
5
Economics of insurance
5
Konjunktur
5
Markov chain Monte Carlo
5
Statistical test
5
Statistischer Test
5
Versicherungsökonomik
5
ARMA model
4
ARMA-Modell
4
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25
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Article
39
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Article in journal
Survey
Aufsatz in Zeitschrift
39
Graue Literatur
22
Non-commercial literature
22
Arbeitspapier
17
Working Paper
17
Bibliografie enthalten
1
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1
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1
Übersichtsarbeit
1
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Language
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English
39
Author
All
Chan, Joshua
Huang, Rachel J.
Tzeng, Larry Y.
Yu, Jun
Escudero, Laureano F.
35
Gendreau, Michel
23
Phillips, Peter C. B.
20
McAleer, Michael
15
Shapiro, Alexander
15
Wallace, Stein W.
14
Escobar, Marcos
13
Maggioni, Francesca
13
Siu, Tak Kuen
13
Wong, Wing Keung
13
Rossi, Roberto
12
Tarim, S. Armagan
12
Asai, Manabu
11
Chu, Feng
11
Garín, María Araceli
11
Liu, Ming
11
Rei, Walter
11
Ulmer, Marlin Wolf
11
Ahmed, Shabbir
10
Beraldi, Patrizia
10
Bertsimas, Dimitris
10
Kopa, Miloš
10
Pichler, Alois
10
Post, Thierry
10
Powell, Warren B.
10
Pérez, Gloría
10
Sen, Suvrajeet
10
Taylor, Robert
10
Tomasgard, Asgeir
10
Tsionas, Efthymios G.
10
Woodruff, David L.
10
Bayraktar, Erhan
9
Benth, Fred Espen
9
Bertazzi, Luca
9
Chu, Chengbin
9
Dolgui, Alexandre
9
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Journal of econometrics
10
Econometric reviews
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of forecasting
2
Annals of economics and finance
1
Asia-Pacific financial markets
1
Econometric theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative finance
1
Social choice and welfare
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
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ECONIS (ZBW)
39
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39
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1
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
4
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
7
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
8
Revisiting almost marginal conditional stochastic dominance
Chen, Tzu-Ying
;
Tsai, An-Mei
;
Tzeng, Larry Y.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 260-269
Persistent link: https://www.econbiz.de/10013336294
Saved in:
9
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:
10
Estimating the critical parameter in almost stochastic dominance from insurance deductibles
Huang, Yi-Chieh
;
Kan, Kamhon
;
Tzeng, Larry Y.
;
Wang, Kili C.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4742-4755
Persistent link: https://www.econbiz.de/10012625013
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