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~person:"Chen, Cathy W. S."
~person:"Soave, Gian Paulo"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Posterior distribution"
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Prognoseverfahren
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15
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15
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8
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8
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7
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7
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6
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6
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5
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Chen, Cathy W. S.
Soave, Gian Paulo
Koop, Gary
29
Gupta, Rangan
26
Huber, Florian
20
Schorfheide, Frank
18
Österholm, Pär
18
Carriero, Andrea
14
Korobilis, Dimitris
14
Dijk, Herman K. van
13
Marcellino, Massimiliano
12
Ravazzolo, Francesco
12
Poon, Aubrey
11
Casarin, Roberto
10
Chan, Joshua
10
Clark, Todd E.
8
Feldkircher, Martin
8
Gerlach, Richard
7
Hoogerheide, Lennart
7
Kang, Kyu Ho
7
Onorante, Luca
7
Rubaszek, Michał
7
Beckmann, Joscha
6
Billio, Monica
6
Kapetanios, George
6
Zhang, Xinyu
6
An, Sungbae
5
Bauwens, Luc
5
Canova, Fabio
5
Cross, Jamie
5
Czudaj, Robert
5
Del Negro, Marco
5
Hou, Chenghan
5
Karlsson, Sune
5
Koopman, Siem Jan
5
Matthes, Christian
5
Paccagnini, Alessia
5
Satopää, Ville A.
5
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5
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Applied economics letters
3
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3
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomic dynamics
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
11
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1
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
2
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
3
Government spending multipliers in good times and bad times : the case of emerging markets
Gomes, Fábio A.
;
Sakurai, Sergio Naruhiko
;
Soave, Gian …
- In:
Macroeconomic dynamics
26
(
2022
)
3
,
pp. 726-768
Persistent link: https://www.econbiz.de/10013187246
Saved in:
4
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
5
The role of credit and housing shocks in emerging economies
Gomes, Fábio A.
;
Soave, Gian Paulo
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1552-1557
Persistent link: https://www.econbiz.de/10012626623
Saved in:
6
Financial conditions and the business cycles in emerging markets
Soave, Gian Paulo
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1652-1658
Persistent link: https://www.econbiz.de/10012315732
Saved in:
7
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
8
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
9
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
10
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Saved in:
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