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~isPartOf:"CAMA working paper series"
~person:"Gefang, Deborah"
~person:"Hou, Chenghan"
~subject:"Volatility"
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Volatility
Bayes-Statistik
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Bayesian inference
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Gefang, Deborah
Hou, Chenghan
Chan, Joshua
8
Eisenstat, Eric
5
Strachan, Rodney W.
3
Koop, Gary
2
Poon, Aubrey
2
Zhang, Bo
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Bao Hoang Nguyen
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Cross, Jamie
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Cross, Jamie L.
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Grant, Angelia L.
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Guo, Na
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Haque, Qazi
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Magnusson, Leandro M.
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CAMA working paper series
International journal of forecasting
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CAMA Working Paper
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ECONIS (ZBW)
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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:
2
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
3
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
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