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~person:"Chan, Joshua"
~person:"Maneesoonthorn, Worapree"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
Kapitaleinkommen
Theorie
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Volatilität
21
Theory
18
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15
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15
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14
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14
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12
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stochastic volatility
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Chan, Joshua
Maneesoonthorn, Worapree
Koopman, Siem Jan
18
Mumtaz, Haroon
18
McAleer, Michael
16
Asai, Manabu
14
Bos, Charles S.
13
Rodriguez, Gabriel
12
Shin, Minchul
12
Clark, Todd E.
11
Poon, Aubrey
11
Escobar, Marcos
10
Huber, Florian
10
Tauchen, George Eugene
10
Cross, Jamie
9
Koop, Gary
9
Martin, Gael M.
9
Carriero, Andrea
8
Diebold, Francis X.
8
Karlsson, Sune
8
Marcellino, Massimiliano
8
Todorov, Viktor
8
Hou, Chenghan
7
Ravazzolo, Francesco
7
Schorfheide, Frank
7
Li, Jia
6
Li, Yong
6
Theodoridis, Konstantinos
6
Branger, Nicole
5
Kaufmann, Daniel
5
Loiza-Maya, Ruben
5
Nguyen, Hoang
5
Omori, Yasuhiro
5
Zhang, Bo
5
Österholm, Pär
5
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Forbes, Catherine Scipione
4
Frazier, David T.
4
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4
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
CAMA working paper series
4
International journal of forecasting
3
Journal of econometrics
2
Federal Reserve Bank of Cleveland working paper series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
18
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Comparing
stochastic
volatility
specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
5
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:
6
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
7
Fast and accurate variational inference for large Bayesian VARs with
stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
8
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
9
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:
10
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:
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