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~person:"Kang, Kyu Ho"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
7
Markov-Kette
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Estimation
5
Schätzung
5
Theorie
5
Theory
5
Bayesian inference
4
Forecasting model
4
Prognoseverfahren
4
Yield curve
3
Zinsstruktur
3
Bayesian MCMC estimation
2
Capital income
2
Dynamic Nelson–Siegel model
2
Estimation theory
2
Exchange rate
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Geldpolitik
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Kapitaleinkommen
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Markov switching process
2
Monetary policy
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Monte Carlo simulation
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Schätztheorie
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State space model
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Time series analysis
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Wechselkurs
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ARCH-Modell
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Arbitrage-free term structure model
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Autokorrelation
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Bayesian MCMC method
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Bayesian Markov chain Monte Carlo estimation
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Aufsatz in Zeitschrift
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Kang, Kyu Ho
Tsionas, Efthymios G.
17
Gupta, Rangan
11
Lee, Hsiang-Tai
9
Li, Yong
8
Casarin, Roberto
7
Chen, Cathy W. S.
7
Ma, Feng
7
Balcilar, Mehmet
6
Bauwens, Luc
6
Chang, Kuang-Liang
6
Gerlach, Richard
6
Maheu, John M.
6
Shi, Yanlin
6
So, Mike Ka-pui
6
Yu, Jun
6
Billio, Monica
5
Dijk, Dick van
5
Dimitrakopoulos, Stefanos
5
Dufays, Arnaud
5
Kim, Chang-jin
5
Nakatsuma, Teruo
5
Otranto, Edoardo
5
Wirjanto, Tony S.
5
Chkili, Walid
4
Dijk, Herman K. van
4
Hammoudeh, Shawkat
4
Kalli, Maria
4
Kolkiewicz, Adam W.
4
Koop, Gary
4
Lesage, James P.
4
Lu, Xinjie
4
Men, Zhongxian
4
Paap, Richard
4
Ravazzolo, Francesco
4
Serletis, Apostolos
4
Song, Yong
4
Wang, Chao
4
Wilfling, Bernd
4
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Asia-Pacific journal of financial studies
1
International journal of forecasting
1
Journal of financial econometrics
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min
;
Kang, Kyu Ho
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
4
Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
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