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Phillips, Peter C. B.
39
Bollerslev, Tim
21
Ghysels, Eric
19
Gouriéroux, Christian
19
Linton, Oliver
19
Yu, Jun
19
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
McAleer, Michael
17
Koop, Gary
16
Lee, Lung-fei
16
Park, Joon Y.
15
Pesaran, M. Hashem
15
Corradi, Valentina
14
Andersen, Torben
13
Dufour, Jean-Marie
13
Taylor, Robert
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Dijk, Herman K. van
12
Gallant, A. Ronald
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Schmidt, Peter
12
Mykland, Per A.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
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10
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10
Timmermann, Allan
10
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10
Xiu, Dacheng
10
Zakoïan, Jean-Michel
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(EC)2 Conference <1, 1990; 2, 1991>
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1
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ECONIS (ZBW)
1,948
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1
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
2
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
Comment on "Large Bayesian vector autoregressions with stochastic
volatility
and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
4
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
5
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
6
Simple estimators and inference for higher-order stochastic
volatility
models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
7
Markov chain Monte Carlo methods for stochastic
volatility
models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
8
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic
volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
9
Large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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