//--> //--> //-->
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
~subject:"Theorie"
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:"griddy-Gibbs sampler"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Theory
2
Volatility
2
Volatilität
2
credible target zones
2
griddy-Gibbs sampler
2
soft margins
2
Additive jumps
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Börsenkurs
1
Capital income
1
European Monetary System
1
Financial market
1
Finanzmarkt
1
GARCH model
1
Griddy-Gibbs sampler
1
Griddy–Gibbs sampler
1
Itô process
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Peaks over threshold
1
Power transformation
1
Price limits
1
Risikomaß
1
Risk measure
1
Share price
1
Threshold GARCH
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Volatility and VaR forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fu, Jin-Yu
1
Hao, Hong-Xia
1
Liang, Rubing
1
Lin, Jin-Guan
1
Liu, Jinshan
1
Wong, Heung
1
Xia, Qiang
1
more ...
less ...
Published in...
All
Computational economics
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
2
Bayesian analysis of power-transformed and threshold GARCH models : a
Griddy-Gibbs
sampler
approach
Xia, Qiang
;
Wong, Heung
;
Liu, Jinshan
;
Liang, Rubing
- In:
Computational economics
50
(
2017
)
3
,
pp. 353-372
Persistent link: https://www.econbiz.de/10011783316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->