//--> //--> //-->
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:"Chen, Liyuan"
~person:"Poon, Aubrey"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
Kapitaleinkommen
Volatility
16
Volatilität
16
Bayes-Statistik
12
Bayesian inference
12
Stochastic process
11
Stochastischer Prozess
11
Theorie
10
Theory
10
Time series analysis
10
VAR model
10
VAR-Modell
10
Zeitreihenanalyse
10
Forecasting model
8
Prognoseverfahren
8
Estimation
7
Schätzung
7
Stochastic volatility
7
State space model
5
Zustandsraummodell
5
Estimation theory
4
Forecasting
4
Induktive Statistik
4
Schätztheorie
4
Share price
4
Statistical inference
4
Variational inference
4
Bayesian VARs
3
Capital income
3
Uncertainty
3
Vector autoregression
3
stochastic volatility
3
ARCH-Modell
2
Asian economies
2
Asymmetric Laplace distribution
2
Australia
2
Australien
2
Economic forecast
2
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Working Paper
2
Language
All
English
6
Author
All
Chen, Liyuan
Poon, Aubrey
McAleer, Michael
18
Asai, Manabu
16
Tauchen, George Eugene
10
Chang, Chia-Lin
8
Todorov, Viktor
8
Koopman, Siem Jan
7
Li, Jia
6
Ravazzolo, Francesco
6
Baum, Christopher F.
5
Omori, Yasuhiro
5
Rodriguez, Gabriel
5
Zerilli, Paola
5
Bos, Charles S.
4
Caporin, Massimiliano
4
Forbes, Catherine Scipione
4
Ftiti, Zied
4
Gupta, Rangan
4
Jawadi, Fredj
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Platen, Eckhard
4
Yamauchi, Yuta
4
Barnett, William A.
3
Bates, David S.
3
Bollerslev, Tim
3
Breitung, Jörg
3
Clark, Todd E.
3
Gefang, Deborah
3
Gruber, Peter H.
3
Guidolin, Massimo
3
Hafner, Christian M.
3
Hol Uspensky, Eugenie
3
Huang, Jing-Zhi
3
Ignatieva, Ekaterina
3
Koop, Gary
3
Li, Yong
3
Mandal, Anandadeep
3
Mumtaz, Haroon
3
Nakajima, Jouchi
3
more ...
less ...
Published in...
All
Energy economics
2
Boston College working papers in economics
1
CAMA working paper series
1
International journal of forecasting
1
Working paper
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
3
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
4
Leverage effects and
stochastic
volatility
in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
5
Stochastic
volatility
, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
6
Leverage effects and
stochastic
volatility
in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->