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~person:"Chan, Joshua"
~person:"Hansen, Peter Reinhard"
~person:"Teräsvirta, Timo"
~subject:"Scientific modelling"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Scientific modelling
United States
Volatilität
Time series analysis
91
Zeitreihenanalyse
91
Theorie
46
Theory
46
Estimation theory
26
Schätztheorie
26
Volatility
23
ARCH model
19
ARCH-Modell
19
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18
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18
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17
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17
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15
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15
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12
Bayes-Statistik
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11
Stochastic process
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Stochastischer Prozess
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State space model
8
Zustandsraummodell
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Capital income
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Kapitaleinkommen
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Business cycle
6
Konjunktur
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Multivariate Analyse
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Multivariate analysis
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32
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25
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English
32
Author
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Chan, Joshua
Hansen, Peter Reinhard
Teräsvirta, Timo
Caporale, Guglielmo Maria
54
Gil-Alaña, Luis A.
52
McAleer, Michael
43
Koopman, Siem Jan
39
Lucas, André
23
Lux, Thomas
23
Swanson, Norman R.
20
Dijk, Dick van
18
Härdle, Wolfgang
18
Kunst, Robert M.
17
Pesaran, M. Hashem
16
Dijk, Herman K. van
15
Gupta, Rangan
15
Johansen, Søren
15
Ravazzolo, Francesco
15
Bos, Charles S.
14
Costantini, Mauro
14
Marcellino, Massimiliano
14
Sibbertsen, Philipp
14
Caporin, Massimiliano
13
Franses, Philip Hans
13
Koop, Gary
13
Lanne, Markku
13
Andersen, Torben
12
Timmermann, Allan
12
Bollerslev, Tim
11
Escribano, Álvaro
11
Lütkepohl, Helmut
11
Nielsen, Morten Ørregaard
11
Phillips, Peter C. B.
11
Stock, James H.
11
Strachan, Rodney W.
11
Blazsek, Szabolcs
10
Hautsch, Nikolaus
10
Kapetanios, George
10
Watson, Mark W.
10
Casarin, Roberto
9
Gonçalves, Sílvia
9
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Ekonomiska forskningsinstitutet <Stockholm>
2
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1
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1
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CREATES research paper
12
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10
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2
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2
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1
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1
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ECONIS (ZBW)
32
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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