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~person:"Li, Yong"
~person:"Yu, Jun"
~subject:"EM algorithm"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"Bayes-Statistik"
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EM algorithm
Volatilität
Bayes-Statistik
16
Bayesian inference
16
Theorie
13
Theory
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
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9
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1994-2003
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Li, Yong
Yu, Jun
Chan, Joshua
10
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6
Rodriguez, Gabriel
6
Carriero, Andrea
5
Clark, Todd E.
5
Cross, Jamie
5
Marcellino, Massimiliano
5
Nakajima, Jouchi
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5
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4
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4
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4
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4
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4
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4
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4
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3
Ausín, M. Concepción
3
Bouri, Elie
3
Dimitrakopoulos, Stefanos
3
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3
Hou, Chenghan
3
Huber, Florian
3
Karali, Berna
3
Karlsson, Sune
3
Kostrzewski, Maciej
3
Liu, Jia
3
Luo, Jiawen
3
Men, Zhongxian
3
Mumtaz, Haroon
3
Nonejad, Nima
3
Ravazzolo, Francesco
3
Wirjanto, Tony S.
3
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2
Amir Ahmadi, Pooyan
2
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2
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2
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Computational economics
2
Journal of econometrics
2
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
9
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1
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
2
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
3
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
4
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
5
Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
6
Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Li, Yong
;
Peng, Fang-ping
;
Xu, Hao-feng
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
Saved in:
7
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
8
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
9
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Saved in:
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