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~person:"Chan, Joshua"
~person:"Polasek, Wolfgang"
~person:"Vrontos, I. D."
~subject:"ARCH model"
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Search: subject_exact:"Bayes-Statistik"
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ARCH model
Bayes-Statistik
76
Bayesian inference
73
Theorie
34
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34
Time series analysis
34
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34
VAR model
31
VAR-Modell
31
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28
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26
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26
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24
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23
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15
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8
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Chan, Joshua
Polasek, Wolfgang
Vrontos, I. D.
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
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
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The econometrics journal
2
CAMA working paper series
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
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ECONIS (ZBW)
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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
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:
3
Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models
Dellaportas, P.
;
Vrontos, I. D.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 503-520
Persistent link: https://www.econbiz.de/10003637597
Saved in:
4
A full-factor multivariate GARCH model
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10001831255
Saved in:
5
Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
Saved in:
6
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537676
Saved in:
7
Full Bayesian inference for GARCH and EGARCH models
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001469681
Saved in:
8
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:
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