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Search: subject:"time-varying-parameter"
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Volatility
Schätzung
202
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197
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137
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135
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91
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89
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83
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70
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61
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Hou, Chenghan
4
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3
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3
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2
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2
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2
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1
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ECONIS (ZBW)
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1
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
2
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid
time-varying
parameter
Bayesian VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
3
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio
;
Rodriguez, Gabriel
-
2023
-
This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Saved in:
4
The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam
;
Catik, A. Nazif
;
Kosedagli, Begum …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 430-440
Persistent link: https://www.econbiz.de/10014435145
Saved in:
5
Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
-
2022
Persistent link: https://www.econbiz.de/10013366320
Saved in:
6
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
7
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
8
Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min
;
Thi, Thanh-binh Nguyen
;
Lee, Yuan-Ming
- In:
Future Business Journal
7
(
2021
),
pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the
time-varying
parameter
panel vector …
Persistent link: https://www.econbiz.de/10012668314
Saved in:
9
Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur
;
Sevil, Güven
- In:
Financial innovation : FIN
7
(
2021
),
pp. 1-25
time-varying
parameter
vector autoregression with stochastic volatility. The empirical analysis reveals several new …
Persistent link: https://www.econbiz.de/10012594935
Saved in:
10
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
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