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:"International journal of forecasting"
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
Informed trading and the dynam...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
1
Bayesian VAR
1
Bayesian inference
1
Business cycle
1
Estimation
1
Fat-tails
1
Forecasting model
1
Great Recession
1
Konjunktur
1
Prognoseverfahren
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chiu, Ching Wai Jeremy
1
Mumtaz, Haroon
1
Pintér, Gábor
1
Published in...
All
International journal of forecasting
Staff working papers / Bank of England
11
CFM discussion paper series
4
Bank of England Working Paper
3
Discussion paper / LSE Financial Markets Group
3
Economics letters
2
Paul Woolley Centre working paper
2
APSTRACT: Applied Studies in Agribusiness and Commerce
1
Aussenwirtschaft
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen
1
Bank of England Staff Working Paper
1
Financial Markets, Institutions & Instruments
1
Financial stability paper
1
Journal of financial economics
1
Journal of financial intermediation
1
The Journal of Finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
