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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economic modelling"
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~isPartOf:"NBER Working Paper"
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~subject:"Bayes-Statistik"
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~subject:"Volatilität"
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1
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2000
-
rev.
Persistent link: https://www.econbiz.de/10001554496
Saved in:
2
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412189
Saved in:
3
A Bayesian analysis of the PPP puzzle using an unobserved components model
Kleijn, Richard
;
Dijk, Herman K. van
-
2001
Persistent link: https://www.econbiz.de/10001624799
Saved in:
4
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
5
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2010
Persistent link: https://www.econbiz.de/10003974036
Saved in:
6
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
7
Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Basturk, Nalan
; …
-
2012
Persistent link: https://www.econbiz.de/10010191002
Saved in:
8
Combining predictive densities using nonlinear filtering with applications to US economics data
Billo, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10009720705
Saved in:
9
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
-
2012
Persistent link: https://www.econbiz.de/10009722688
Saved in:
10
Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
-
2012
Persistent link: https://www.econbiz.de/10009722969
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