//--> //--> //-->
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
~isPartOf:"Computational economics"
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
Bayesian hypothesis testing in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Bayes-Statistik
3
Bayesian inference
3
Volatility
3
Volatilität
3
Einheitswurzeltest
2
Simulation
2
Unit root test
2
Bayes factor
1
Copula
1
Discrete path-dependent options
1
Estimation
1
Estimation theory
1
Experiment
1
Finance
1
Hedging
1
Jump-diffusion model
1
Leverage effect
1
Markov chain
1
Markov chain Monte Carlo (MCMC)
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multi-modality
1
Multivariate Verteilung
1
Multivariate distribution
1
Option hedging
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Parameter estimation
1
Quadrature
1
Regression analysis
1
Regressionsanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
3
Author
All
Li, Yong
9
Zhang, Jin-Yu
3
Chen, Ji
2
Ni, Zhongxin
2
Zhang, Jie
2
Chen, Zhong-Tian
1
Chen, Zhu-Ming
1
Chen, Zhu-ming
1
Gao, Kang
1
Lin, Jin-Guan
1
Lin, Jin-guan
1
Lou, Zhu-Sheng
1
Wu, Wen-Bo
1
Zhang, Jin-yu
1
Zhang, Jinyu
1
Zhang, Qiaosen
1
more ...
less ...
Published in...
All
Computational economics
Working Papers / School of Economics, Singapore Management University
69
Journal of econometrics
34
Cowles Foundation discussion paper
19
Cowles Foundation Discussion Paper
15
Cowles Foundation Discussion Papers
15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
14
Economic modelling
9
Working paper
9
Econometric reviews
8
Economics letters
8
Finance research letters
8
Journal of Econometrics
8
Journal of business venturing
8
Econometric theory
7
Finance Working Papers
7
Applied economics letters
5
International economic review
5
The econometrics journal
5
The review of financial studies
5
Econometric Theory
4
Economic Modelling
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working Papers / College of Business, University of Illinois at Urbana-Champaign
4
Agricultural Water Management
3
Annals of economics and finance
3
Applied economics
3
CAFE Research Paper
3
Computational Economics
3
Econometric Reviews
3
Econometrics Journal
3
Economics Letters
3
Energy policy
3
HKIMR Working Paper
3
Journal of Business Venturing
3
Journal of banking & finance
3
Journal of business finance & accounting : JBFA
3
Journal of business research : JBR
3
Journal of economic dynamics & control
3
Journal of international consumer marketing
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
3
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
2
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:
3
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:
4
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
5
Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Lin, Jin-guan
;
Chen, Ji
;
Li, Yong
- In:
Computational economics
40
(
2012
)
3
,
pp. 203-217
Persistent link: https://www.econbiz.de/10010219496
Saved in:
6
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
7
An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-249
Persistent link: https://www.econbiz.de/10008820352
Saved in:
8
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/10010066342
Saved in:
9
Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
Lin, Jin-Guan
;
Chen, Ji
;
Li, Yong
- In:
Computational economics
40
(
2012
)
3
,
pp. 203-218
Persistent link: https://www.econbiz.de/10010016023
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->