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~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:"Yu, Jun"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Bayes-Statistik
Börsenkurs
Dynamisches Gleichgewicht
Stochastischer Prozess
Volatility
Theorie
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Theory
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Al-Azzam, Moh’d
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
Yu, Jun
Phillips, Peter C. B.
8
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
6
McAleer, Michael
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Schorfheide, Frank
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Li, Yong
5
Pisani, Massimiliano
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Renault, Eric
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Tauchen, George Eugene
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5
Todorov, Viktor
5
Andersen, Torben
4
Casarin, Roberto
4
Hallin, Marc
4
Kolasa, Marcin
4
Yang, Chunpeng
4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
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Diebold, Francis X.
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Gouriéroux, Christian
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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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Economic modelling
Journal of econometrics
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
CAMA working paper series
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Adaptive information systems and modelling in economics and management science
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
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FRB Atlanta Working Paper Series
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FRB International Finance Discussion Paper
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Faculty research papers / The Fuqua School of Business, Duke University
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1
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:
2
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
3
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:
4
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
5
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:
6
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
7
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
8
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
9
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
10
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
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