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~person:"Chan, Joshua"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Volatility
34
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34
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33
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20
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Chan, Joshua
McAleer, Michael
95
Bollerslev, Tim
89
Diebold, Francis X.
72
Andersen, Torben
61
Chiarella, Carl
53
Koopman, Siem Jan
52
Todorov, Viktor
49
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48
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44
Asai, Manabu
43
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43
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41
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41
Lux, Thomas
41
Bekaert, Geert
38
Hautsch, Nikolaus
36
Zaremba, Adam
36
Cui, Zhenyu
35
Westerhoff, Frank H.
35
Caballero, Ricardo J.
34
Hafner, Christian M.
34
Herwartz, Helmut
34
Pierdzioch, Christian
34
Aizenman, Joshua
33
Aït-Sahalia, Yacine
32
Tauchen, George Eugene
32
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31
Platen, Eckhard
30
Cakici, Nusret
29
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29
Clark, Todd E.
29
Ghysels, Eric
29
Bali, Turan G.
28
Fernández-Villaverde, Jesús
28
Mumtaz, Haroon
28
Yu, Jun
28
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27
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27
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27
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ECONIS (ZBW)
33
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1
Specification tests for time-varying parameter models with stochastic
volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
2
The stochastic
volatility
in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
3
On the observed-data deviance information criterion for
volatility
modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
4
Modeling energy price dynamics : GARCH versus stochastic
volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
5
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
6
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
7
Composite likelihood methods for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
8
Stochastic
volatility
models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
9
Multivariate stochastic
volatility
with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
10
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
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