//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Chan, Joshua"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Jensen, Mark J."
~person:"McAleer, Michael"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatility"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Börsenkurs
Dynamisches Gleichgewicht
Volatility
Theorie
13
Theory
13
Bayesian inference
9
Estimation
6
Schätzung
6
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
6
Volatilität
6
Zeitreihenanalyse
6
Stochastic volatility
4
Forecasting model
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Hierarchical priors
2
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Markov chain
2
Markov-Kette
2
Method of moments
2
Momentenmethode
2
Multivariate stochastic volatility
2
Panel
2
Panel study
2
State space model
2
VAR model
2
VAR-Modell
2
Zustandsraummodell
2
Activity index
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Al-Azzam, Moh’d
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
McAleer, Michael
Aït-Sahalia, Yacine
4
Hallin, Marc
4
Koop, Gary
4
Pisani, Massimiliano
4
Schorfheide, Frank
4
Asai, Manabu
3
Barigozzi, Matteo
3
Casarin, Roberto
3
Pettenuzzo, Davide
3
Poon, Aubrey
3
Yang, Xiye
3
Yu, Jun
3
Zhang, Xinyu
3
Billio, Monica
2
Boswijk, Herman Peter
2
Carriero, Andrea
2
Cavaliere, Giuseppe
2
Christensen, Kim
2
Cross, Jamie
2
Diebold, Francis X.
2
Ferrara, Maria
2
Fisher, Mark
2
Gomes, S.
2
Herwartz, Helmut
2
Jacquinot, Pascal
2
Kocięcki, Andrzej
2
Kolasa, Marcin
2
Korobilis, Dimitris
2
Li, Jia
2
Li, Yingying
2
Li, Yong
2
Liao, Yuan
2
Livieri, Giulia
2
Long, Yunshen
2
Ma, Feng
2
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economics letters
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Econometric exercises
1
Econometrics : open access journal
1
Finance research letters
1
International journal of economic theory
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of money, credit and banking : JMCB
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
4
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
5
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
6
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
7
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
8
On the complex relationship between different aspects of social capital and group loan repayment
Al-Azzam, Moh’d
;
Parmeter, Christopher F.
;
Sarangi, …
- In:
Economic modelling
90
(
2020
),
pp. 92-107
Persistent link: https://www.econbiz.de/10012428036
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->