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~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Bayesian estimation"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Search: subject:"Stochastic Volatility"
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Bayesian estimation
Börsenkurs
Kapitaleinkommen
Theorie
Stochastic process
32
Stochastischer Prozess
32
Volatility
32
Volatilität
32
Theory
20
Estimation
18
Schätzung
18
Stochastic volatility
17
Bayes-Statistik
13
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stochastic volatility
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Bertsche, Dominik
1
Beyer, Robert
1
Bianchi, Daniele
1
Braun, Robin
1
Carriero, Andrea
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chan, Joshua
1
Clark, Todd E.
1
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1
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1
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Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
31
Discussion paper / Tinbergen Institute
24
International journal of forecasting
14
International journal of theoretical and applied finance
14
Tinbergen Institute Discussion Paper
14
Working paper
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of economic dynamics & control
12
CAMA working paper series
10
Quantitative finance
10
Econometric reviews
9
Journal of risk and financial management : JRFM
9
Economics letters
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Energy economics
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Finance research letters
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Journal of applied econometrics
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Journal of banking & finance
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SFB 649 Discussion Paper
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The journal of futures markets
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Computational economics
6
International review of financial analysis
6
Annals of finance
5
Documento de trabajo
5
Econometrics : open access journal
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Federal Reserve Bank of Cleveland working paper series
5
Insurance / Mathematics & economics
5
International review of economics & finance : IREF
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
Journal of macroeconomics
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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ECONIS (ZBW)
22
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22
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1
Is Bitcoin really a currency? : a viewpoint of a
stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
4
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:
5
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
6
Leverage, asymmetry, and heavy tails in the high-dimensional factor
stochastic
volatility
model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
7
Identification of structural vector autoregressions by
stochastic
volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
Saved in:
8
A
stochastic
volatility
model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
9
Stochastic
volatility
forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
10
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
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