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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Huang, Yu-Fan"
~person:"Nakajima, Jouchi"
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Huang, Yu-Fan
Nakajima, Jouchi
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
IMES Discussion Paper Series
5
Global COE Hi-Stat Discussion Paper Series
3
Computational Statistics & Data Analysis
1
Econometric reviews
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
International Journal of Forecasting
1
International journal of forecasting
1
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ECONIS (ZBW)
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An effcient exact Bayesian method for state space models with
stochastic
volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
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2
Stochastic
volatility
model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
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