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~isPartOf:"Applied financial economics"
~isPartOf:"CAMA working paper series"
~subject:"Time series analysis"
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Search: subject:"Volatilität"
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Time series analysis
Volatility
344
Volatilität
344
Estimation
102
Schätzung
102
Capital income
82
Kapitaleinkommen
82
Börsenkurs
75
Share price
75
ARCH model
64
ARCH-Modell
64
Aktienmarkt
62
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62
USA
61
United States
61
Theorie
52
Theory
52
Forecasting model
43
Prognoseverfahren
43
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40
Stochastic process
40
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40
Wechselkurs
39
Welt
30
World
30
Zeitreihenanalyse
30
Aktienindex
25
Stock index
25
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23
VAR-Modell
23
Risiko
22
Risk
22
Großbritannien
21
Schock
21
Shock
21
United Kingdom
21
Business cycle
19
Konjunktur
19
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18
Spillover-Effekt
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14
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6
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English
30
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Chan, Joshua
8
Zhang, Bo
3
Bao Hoang Nguyen
2
Hou, Chenghan
2
Koop, Gary
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Cellini, Roberto
1
Chan, Joshua C. C.
1
Clements, Adam
1
Collet, Jérôme
1
Cross, Jamie
1
Cross, Jamie L.
1
Cuccia, Tiziana
1
Doucet, Arnaud
1
Dufrénot, Gilles
1
Dungey, Mardi H.
1
Eisenstat, Eric
1
Gao, Shen
1
Garg, S.
1
Gefang, Deborah
1
Guo, Na
1
Gupta, Rangan
1
Guégan, Dominique
1
Hamori, Shigeyuki
1
Hsiao, Cody Y. L.
1
Izzeldin, Marwan
1
Kunst, Robert M.
1
Lai, Hung-Cheng
1
León-González, Roberto
1
Li, Chulin
1
Li, Dong
1
Lin, Cha-fei
1
Lin, Shao-kung
1
Mertens, Elmar
1
Mohammadi, Shapour
1
Murphy, Anthony
1
Murray, Louis
1
Nason, James Michael
1
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Applied financial economics
CAMA working paper series
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
60
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of financial econometrics
27
Quantitative finance
26
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
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ECONIS (ZBW)
30
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1
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
2
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
3
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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