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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
~subject:"Stochastic volatility"
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Search: subject_exact:"Bayes-Theorem"
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Prognoseverfahren
Stochastic volatility
Bayes-Statistik
140
Bayesian inference
140
Theorie
80
Theory
80
Forecasting model
40
Estimation
30
Schätzung
30
Markov chain
29
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Koop, Gary
4
Ravazzolo, Francesco
4
Clark, Todd E.
3
Aastveit, Knut Are
2
Chan, Joshua
2
Dijk, Herman K. van
2
Huber, Florian
2
Mumtaz, Haroon
2
Song, Dongho
2
Tsiotas, Georgios
2
West, Mike
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
International journal of forecasting
101
Discussion paper / Tinbergen Institute
50
Journal of forecasting
45
Journal of econometrics
43
Working paper
29
Working paper series / European Central Bank
21
Journal of applied econometrics
20
Federal Reserve Bank of Cleveland working paper series
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
CAMA working paper series
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Discussion papers / CEPR
14
Econometric reviews
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European journal of operational research : EJOR
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Econometrics : open access journal
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Journal of economic dynamics & control
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9
CESifo working papers
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Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Strathclyde discussion papers in economics
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Journal of international money and finance
8
Risks : open access journal
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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ECB Working Paper
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FRB of Cleveland Working Paper
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Staff reports / Federal Reserve Bank of New York
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Staff working papers / Bank of England
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
2
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
3
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
6
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
7
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:
8
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
9
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:
10
News-driven uncertainty fluctuations
Song, Dongho
;
Tang, Jenny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
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