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~subject:"Börsenkurs"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
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Volatility
22
Volatilität
22
Stochastic process
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Stochastischer Prozess
18
Estimation
14
Schätzung
14
Forecasting model
13
Prognoseverfahren
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Time series analysis
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stochastic volatility
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Forecast
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Forecasting
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Inflationsrate
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Oil price
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State space model
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Stochastic Volatility
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USA
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United States
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Zustandsraummodell
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forecasting
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Chan, Joshua
4
Cross, Jamie L.
2
Hou, Chenghan
2
Koop, Gary
2
Poon, Aubrey
2
Zhang, Bo
2
Castelnuovo, Efrem
1
Cross, Jamie
1
Eisenstat, Eric
1
Fu, Bowen
1
Gefang, Deborah
1
Guo, Na
1
Haque, Qazi
1
Li, Mengheng
1
Magnusson, Leandro M.
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Tuzcuoglu, Kerem
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CAMA working paper series
Journal of econometrics
29
Discussion paper / Tinbergen Institute
23
International journal of theoretical and applied finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Working paper
14
Tinbergen Institute Discussion Paper
13
International journal of forecasting
12
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometric reviews
9
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Risks : open access journal
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Econometrics : open access journal
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Federal Reserve Bank of Cleveland working paper series
5
Finance research letters
5
International review of financial analysis
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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5
Journal of mathematical finance
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5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
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4
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4
Insurance / Mathematics & economics
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4
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1
Sectoral uncertainty
Castelnuovo, Efrem
;
Tuzcuoglu, Kerem
;
Uzeda, Luis
-
2022
Persistent link: https://www.econbiz.de/10013478702
Saved in:
2
US shocks and the uncovered interest rate parity
Li, Mengheng
;
Fu, Bowen
-
2020
Persistent link: https://www.econbiz.de/10012533932
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
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
Saved in:
8
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:
9
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:
10
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:
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