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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~person:"Koop, Gary"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Volatilität
Zeitreihenanalyse
Theorie
378
Theory
378
Time series analysis
263
Forecasting model
241
Prognoseverfahren
241
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126
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74
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63
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Andersen, Torben
Franses, Philip Hans
Koop, Gary
Gil-Alaña, Luis A.
354
McAleer, Michael
310
Gupta, Rangan
298
Caporale, Guglielmo Maria
294
Koopman, Siem Jan
176
Phillips, Peter C. B.
173
Teräsvirta, Timo
115
Bouri, Elie
109
Chang, Chia-Lin
104
Tiwari, Aviral Kumar
104
Bollerslev, Tim
100
Bahmani-Oskooee, Mohsen
97
Pesaran, M. Hashem
97
Härdle, Wolfgang
96
Lütkepohl, Helmut
95
Ma, Feng
95
Marcellino, Massimiliano
94
Gao, Jiti
93
Sibbertsen, Philipp
92
Taylor, Robert
89
Pierdzioch, Christian
88
Lucas, André
87
Hyndman, Rob J.
86
Dijk, Dick van
85
Hammoudeh, Shawkat
79
Linton, Oliver
79
Kapetanios, George
78
Kunst, Robert M.
77
Spagnolo, Nicola
77
Harvey, Andrew C.
73
Johansen, Søren
73
Diebold, Francis X.
72
Nielsen, Morten Ørregaard
71
Wohar, Mark E.
70
McMillan, David G.
68
Ghysels, Eric
67
Dijk, Herman K. van
66
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Journal of econometrics
27
Report / Econometric Institute, Erasmus University Rotterdam
26
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Working paper / National Bureau of Economic Research, Inc.
14
International journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Strathclyde discussion papers in economics
13
Economics letters
10
Journal of applied econometrics
10
Journal of forecasting
9
CREATES research paper
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Federal Reserve Bank of Cleveland working paper series
7
The journal of finance : the journal of the American Finance Association
6
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5
Working papers / Financial Institutions Center
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
The review of economics and statistics
4
CAMA working paper series
3
CFS working paper series
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
Journal of economic surveys
3
Staff reports / Federal Reserve Bank of New York
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Working papers / Federal Reserve Bank of Chicago
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Applied economics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / CEPR
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Econometric theory
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Economic modelling
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
339
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1
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10
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339
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1
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
3
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
4
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
5
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
6
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
7
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
8
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
9
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
10
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
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