//--> //--> //-->
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
~person:"Alanya, Willy"
~person:"Chan, Joshua"
~person:"Polasek, Wolfgang"
~subject:"ARCH model"
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-Statistik"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
75
Bayesian inference
72
Time series analysis
34
Zeitreihenanalyse
34
Schätzung
32
Theorie
32
Theory
32
VAR model
31
VAR-Modell
31
Estimation
30
Stochastic process
28
Stochastischer Prozess
28
Volatilität
26
Volatility
25
Forecasting model
15
Prognoseverfahren
15
State space model
15
Zustandsraummodell
15
Bayesian model comparison
13
Estimation theory
11
Schätztheorie
11
USA
11
United States
11
Wechselkurs
8
Modellierung
7
Scientific modelling
7
ARCH-Modell
6
Exchange rate
6
Bayes-Verfahren
5
Markov chain
5
Markov-Kette
5
Statistical distribution
5
Statistische Verteilung
5
stochastic volatility
5
ARMA model
4
ARMA-Modell
4
Business cycle
4
Gravitationsmodell
4
Güter
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
6
Author
All
Alanya, Willy
Chan, Joshua
Polasek, Wolfgang
Bauwens, Luc
20
Ardia, David
17
Rombouts, Jeroen V. K.
12
Hoogerheide, Lennart F.
10
Pozzi, Lorenzo
8
Chen, Cathy W. S.
7
Dufays, Arnaud
7
Dijk, Herman K. van
6
Politis, Dimitris N.
6
Casarin, Roberto
5
Dellaportas, Petros
5
Maheu, John M.
5
Pipień, Mateusz
5
Asai, Manabu
4
Billio, Monica
4
Lubrano, Michel
4
Osiewalski, Jacek
4
Preminger, Arie
4
Rodriguez, Gabriel
4
Tsurumi, Hiroki
4
Vrontos, I. D.
4
Amisano, Gianni
3
Burda, Martin
3
Carriero, Andrea
3
Corsello, Francesco
3
Dellaportas, P.
3
Galeano, Pedro
3
Gerlach, Richard H.
3
Geweke, John
3
Gupta, Rangan
3
Hoogerheide, Lennart
3
Huptas, Roman
3
Jensen, Mark J.
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Osuntuyi, Anthony
3
Vrontos, Ioannis D.
3
Woźniak, Tomasz
3
Zhang, Xibin
3
Živkov, Dejan
3
more ...
less ...
Published in...
All
CAMA working paper series
1
Energy economics
1
Journal of emerging market finance
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Review of Pacific Basin financial markets and policies
1
WWZ discussion papers
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342409
Saved in:
2
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
3
Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
4
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
5
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537676
Saved in:
6
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo
;
Polasek, Wolfgang
- In:
Optimization, dynamics, and economic analysis : essays …
,
(pp. 389-400)
.
2000
Persistent link: https://www.econbiz.de/10001497195
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->