//--> //--> //--> //-->
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:"Modellierung"
~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
Modellierung
Volatility
Bayes-Statistik
72
Bayesian inference
72
Theorie
34
Theory
34
Estimation
23
Schätzung
23
Estimation theory
21
Schätztheorie
21
GARCH
20
Volatilität
19
ARCH model
17
ARCH-Modell
17
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
15
Prognoseverfahren
15
VAR model
12
VAR-Modell
12
USA
10
United States
10
Game theory
9
Markov chain
9
Markov-Kette
9
Spieltheorie
9
Bayesian persuasion
7
Scientific modelling
7
Signalling
7
Asymmetric information
6
Asymmetrische Information
6
Bayesian analysis
6
Bitcoin
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Capital income
5
Forecasting
5
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Zhang, Xinyu
3
Ardia, David
2
Demirer, Rıza
2
Gupta, Rangan
2
Hoogerheide, Lennart F.
2
Österholm, Pär
2
Bottazzi, Giulio
1
Cai, Zhengzheng
1
Caporale, Tony
1
Corbet, Shaen
1
Corré, Nienke
1
Cumming, Douglas J.
1
Dimitrakopoulos, Stefanos
1
Gao, Yichen
1
Gefang, Deborah
1
Giachini, Daniele
1
Grechyna, Daryna
1
Han, Liyan
1
Han, Xiaoyi
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
Liu, Qingfeng
1
Lucey, Brian M.
1
MacKiernan, Barbara
1
Okui, Ryo
1
Parra-Alvarez, Juan Carlos
1
Peat, Maurice
1
Poon, Aubrey
1
Posch, Peter N.
1
Schmidtke, Philipp
1
Serletis, Apostolos
1
Solórzano Andrade, Gustavo
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Energy economics
32
Discussion paper / Tinbergen Institute
30
Working paper
27
Applied economics
26
Econometric reviews
25
International journal of forecasting
22
Journal of applied econometrics
22
CAMA working paper series
20
Finance research letters
20
Econometrics : open access journal
19
Economic modelling
19
Journal of forecasting
19
Journal of risk and financial management : JRFM
19
MPRA Paper
18
Research in international business and finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of empirical finance
15
Discussion papers / CEPR
14
Working papers
14
International review of economics & finance : IREF
13
Journal of banking & finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Applied economics letters
11
Discussion paper
11
Computational economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Federal Reserve Bank of Cleveland working paper series
10
Journal of economic dynamics & control
10
Risks : open access journal
10
CAMP working paper series
9
CESifo working papers
9
Cogent economics & finance
9
International review of financial analysis
9
Journal of the American Statistical Association : JASA
9
Working paper / Norges Bank
9
Finance India : the quarterly journal of Indian Institute of Finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistency of model averaging estimators
Zhang, Xinyu
- In:
Economics letters
130
(
2015
),
pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
Saved in:
2
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:
3
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:
4
Model averaging with covariates that are missing completely at random
Zhang, Xinyu
- In:
Economics letters
121
(
2013
)
3
,
pp. 360-363
Persistent link: https://www.econbiz.de/10010391216
Saved in:
5
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:
6
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:
7
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:
8
On the determinants of political polarization
Grechyna, Daryna
- In:
Economics letters
144
(
2016
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011617153
Saved in:
9
Model averaging with averaging covariance matrix
Zhao, Shangwei
;
Zhang, Xinyu
;
Gao, Yichen
- In:
Economics letters
145
(
2016
),
pp. 214-217
Persistent link: https://www.econbiz.de/10011618420
Saved in:
10
On the sparsity of Mallows model averaging estimator
Yang, Feng
;
Liu, Qingfeng
;
Okui, Ryo
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504406
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->