//--> //--> //--> //-->
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:"Economics letters"
~subject:"ARCH-Modell"
~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
A Markov-Chain Sampling Algori...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
Bayes-Statistik
68
Bayesian inference
68
Theorie
32
Theory
32
Estimation
22
Schätzung
22
Estimation theory
21
Schätztheorie
21
GARCH
19
Volatilität
18
Time series analysis
17
Zeitreihenanalyse
17
ARCH model
16
Forecasting model
14
Prognoseverfahren
14
VAR model
11
VAR-Modell
11
USA
10
United States
10
Markov chain
9
Markov-Kette
9
Game theory
8
Spieltheorie
8
Modellierung
7
Scientific modelling
7
Bayesian analysis
6
Bayesian persuasion
6
Bitcoin
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Signalling
6
Asymmetric information
5
Asymmetrische Information
5
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
Stochastic process
5
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Ardia, David
2
Demirer, Rıza
2
Gupta, Rangan
2
Hoogerheide, Lennart F.
2
Österholm, Pär
2
Ben, Youhong
1
Caporale, Tony
1
Corbet, Shaen
1
Corré, Nienke
1
Cumming, Douglas J.
1
Dimitrakopoulos, Stefanos
1
Feng, Xingdong
1
Gefang, Deborah
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Han, Liyan
1
Huang, Zhuo
1
Jiang, Feiyu
1
Jiang, Yu
1
Jung, Hojin
1
Karlsson, Sune
1
Karmakar, Sayar
1
Katsiampa, Paraskevi
1
Kim, Jong-Min
1
Kiss, Tamás
1
Koop, Gary
1
Koutmos, Dimitrios
1
Köchling, Gerrit
1
Lee, Oesook
1
Lucey, Brian M.
1
MacKiernan, Barbara
1
Peat, Maurice
1
Pedersen, Rasmus Søndergaard
1
Poon, Aubrey
1
Posch, Peter N.
1
Rahbek, Anders
1
Schmidtke, Philipp
1
Serletis, Apostolos
1
Tavlas, George S.
1
Tzavalis, Elias
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
41
Energy economics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Discussion paper / Tinbergen Institute
31
Applied economics
28
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
International journal of forecasting
20
Research in international business and finance
19
Econometric reviews
18
MPRA Paper
18
CAMA working paper series
17
Economic modelling
17
Journal of banking & finance
17
Working paper
17
Computational economics
16
International review of economics & finance : IREF
16
Applied economics letters
15
Journal of empirical finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Working papers
14
Econometrics : open access journal
13
Journal of forecasting
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Journal of applied econometrics
12
International journal of economics and finance
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
11
The econometrics journal
11
Cogent economics & finance
10
International journal of finance & economics : IJFE
10
Discussion paper
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Journal of international money and finance
9
Journal of mathematical finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
CBN journal of applied statistics
8
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Co-movements in commodity prices : global, sectoral and commodity-specific factors
Yin, Libo
;
Han, Liyan
- In:
Economics letters
126
(
2015
),
pp. 96-100
Persistent link: https://www.econbiz.de/10011376427
Saved in:
2
Density prediction of stock index returns using
GARCH
models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
3
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
4
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
5
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
GARCH
models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
8
Estimation of extreme value-at-risk : an EVT approach for quantile
GARCH
model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
9
The functional central limit theorem for ARMA-
GARCH
processes
Lee, Oesook
- In:
Economics letters
121
(
2013
)
3
,
pp. 432-435
Persistent link: https://www.econbiz.de/10010392236
Saved in:
10
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->