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~isPartOf:"Adaptive information systems and modelling in economics and management science"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hallin, Marc"
~person:"Todorov, Viktor"
~subject:"Bayes-Statistik"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatilität"
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Bayes-Statistik
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24
Theory
24
Estimation
12
Schätzung
12
Volatility
12
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Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hallin, Marc
Todorov, Viktor
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
6
Schorfheide, Frank
6
Yu, Jun
6
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
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Tauchen, George Eugene
5
Andersen, Torben
4
Casarin, Roberto
4
Jensen, Mark J.
4
Kolasa, Marcin
4
McAleer, Michael
4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Diebold, Francis X.
3
Griffin, Jim E.
3
Jacquinot, Pascal
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Korobilis, Dimitris
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Maheu, John M.
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Mykland, Per A.
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Nielsen, Morten Ørregaard
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Norets, Andriy
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Patton, Andrew J.
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Pettenuzzo, Davide
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Poon, Aubrey
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Stähler, Nikolai
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Swanson, Norman R.
3
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3
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2
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Adaptive information systems and modelling in economics and management science
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
ECARES working paper
7
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CREATES research paper
3
ERID working paper
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2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
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NBER Working Paper
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NBER working paper series
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Quantitative economics : QE ; journal of the Econometric Society
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
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FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
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Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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The review of economics and statistics
1
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
1
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 57-70)
.
2005
Persistent link: https://www.econbiz.de/10003319808
Saved in:
3
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
8
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
9
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
10
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
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