//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Strathclyde discussion papers in economics"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Stochastic volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bayes-Theorem"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic volatility
Bayes-Statistik
164
Bayesian inference
164
Theorie
93
Theory
93
Forecasting model
45
Prognoseverfahren
45
VAR model
41
VAR-Modell
41
Estimation
37
Schätzung
37
Time series analysis
36
Zeitreihenanalyse
36
Estimation theory
33
Markov chain
33
Markov-Kette
33
Schätztheorie
33
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Stochastic process
24
Stochastischer Prozess
24
Volatility
24
Volatilität
24
USA
19
United States
19
Dynamic equilibrium
16
Dynamisches Gleichgewicht
16
Modellierung
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Scientific modelling
13
Schock
12
Shock
12
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
11
Statistische Verteilung
11
Induktive Statistik
10
State space model
10
Statistical inference
10
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
11
Author
All
Chib, Siddhartha
2
Mumtaz, Haroon
2
Shin, Minchul
2
Tan, Fei
2
Bianchi, Daniele
1
Carriero, Andrea
1
Chan, Joshua
1
Clark, Todd E.
1
Demircan, Hamza
1
Feldkircher, Martin
1
Griffin, Jim
1
Guidolin, Massimo
1
Huber, Florian
1
Ignatieva, Ekaterina
1
Kalli, Maria
1
Marcellino, Massimiliano
1
Musso, Alberto
1
Ravazzolo, Francesco
1
Rodrigues, Paulo Jorge Maurício
1
Seeger, Norman
1
Theodoridis, Konstantinos
1
Çakmaklı, Cem
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Strathclyde discussion papers in economics
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Journal of econometrics
8
Working paper
8
International journal of forecasting
6
Economics letters
3
Journal of economic dynamics & control
3
Journal of macroeconomics
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Computational economics
2
Department of Economics working paper
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied econometrics
2
Journal of banking & finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Finance research letters
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Handbook of economic forecasting ; Volume 2B
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic studies
1
Journal of international money and finance
1
Journal of modelling in management
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Labour economics : official journal of the European Association of Labour Economists
1
NBP working paper
1
Norges Bank Working Paper 13 | 2014
1
OPEC energy review
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2021
Persistent link: https://www.econbiz.de/10012431677
Saved in:
2
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:
3
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:
4
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
5
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
6
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
10
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->