//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Barigozzi, Matteo"
~person:"Chan, Joshua"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Jensen, Mark J."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Stochastischer Prozess"
~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
Stochastischer Prozess
Volatility
Theorie
24
Theory
24
Bayesian inference
13
Time series analysis
10
Zeitreihenanalyse
10
Estimation
9
Schätzung
9
Volatilität
9
Stochastic process
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Factor analysis
5
Faktorenanalyse
5
Forecasting model
4
Method of moments
4
Momentenmethode
4
Prognoseverfahren
4
Stochastic volatility
4
Share price
3
State space model
3
Zustandsraummodell
3
ARCH model
2
ARCH-Modell
2
Bayesian nonparametrics
2
Dynamic factor models
2
Hierarchical priors
2
Investment Fund
2
Investmentfonds
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Panel
2
Panel study
2
USA
2
United States
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Al-Azzam, Moh’d
Barigozzi, Matteo
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
Yu, Jun
9
Phillips, Peter C. B.
8
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
6
McAleer, Michael
6
Schorfheide, Frank
6
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Tauchen, George Eugene
5
Taylor, Robert
5
Todorov, Viktor
5
Andersen, Torben
4
Casarin, Roberto
4
Hallin, Marc
4
Kolasa, Marcin
4
Yang, Chunpeng
4
Asai, Manabu
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Griffin, Jim E.
3
Jacquinot, Pascal
3
Kleibergen, Frank
3
Korobilis, Dimitris
3
Liao, Yuan
3
Linton, Oliver
3
Maheu, John M.
3
Mykland, Per A.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Pettenuzzo, Davide
3
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
CAMA working paper series
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
ECARES working paper
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Working papers / Federal Reserve Bank of Atlanta
5
Econometric reviews
3
FRB Atlanta Working Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Adaptive information systems and modelling in economics and management science
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
CAMA Working Paper
2
Discussion paper series / IZA
2
EUI working paper / ECO
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
Computation and estimation in finance and economics
1
ERID working paper
1
Econometric exercises
1
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
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Economics working paper series
1
FRB Atlanta Working Paper Series
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Federal Reserve Bank of Cleveland working paper series
1
Finance and economics discussion series
1
International finance discussion papers
1
Journal of economic surveys
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
LEM working paper series
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Saved in:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
8
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
9
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
10
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->