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~person:"Forbes, Catherine Scipione"
~person:"Zhang, Bo"
~subject:"Volatility"
~subject:"Volatilität"
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Search: subject:"Bayesian statistics"
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Volatility
Volatilität
Bayes-Statistik
35
Bayesian inference
35
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Theorie
13
Theory
13
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12
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Induktive Statistik
5
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English
16
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Forbes, Catherine Scipione
Zhang, Bo
Carriero, Andrea
23
Chan, Joshua
21
Clark, Todd E.
20
Marcellino, Massimiliano
19
Rodriguez, Gabriel
14
Martin, Gael M.
13
Eisenstat, Eric
10
Mertens, Elmar
10
Poon, Aubrey
10
Koop, Gary
9
Maneesoonthorn, Worapree
9
Cross, Jamie
8
Mumtaz, Haroon
8
Nakajima, Jouchi
8
Yu, Jun
8
Asai, Manabu
7
Hou, Chenghan
7
Jensen, Mark J.
7
Maheu, John M.
7
McAleer, Michael
7
Österholm, Pär
7
Bos, Charles S.
6
Chib, Siddhartha
6
Guidolin, Massimo
6
Karlsson, Sune
6
Meyer, Renate
6
Strachan, Rodney W.
6
Timmermann, Allan
6
Ardia, David
5
Chiu, Ching Wai Jeremy
5
Christiansen, Charlotte
5
Del Negro, Marco
5
Fičura, Milan
5
Gupta, Rangan
5
Hautsch, Nikolaus
5
Iseringhausen, Martin
5
Kim, Chang-jin
5
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
CAMA working paper series
2
Journal of forecasting
2
CAMP working paper series
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
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1
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ECONIS (ZBW)
16
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1
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
2
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
3
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
4
Real-time forecasting of the Australian macroeconomy using flexible bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012317113
Saved in:
5
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012437562
Saved in:
6
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
7
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
8
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
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