//--> //--> //--> //-->
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
~person:"Chan, Joshua"
~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
Exploitation and productivenes...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
36
Theory
36
Time series analysis
28
Zeitreihenanalyse
28
Bayes-Statistik
25
Bayesian inference
25
Stochastic process
22
Stochastischer Prozess
22
Estimation
19
Schätzung
19
Volatilität
19
VAR model
17
VAR-Modell
17
State space model
15
Zustandsraummodell
15
Forecasting model
13
Prognoseverfahren
13
Bayesian model comparison
7
Business cycle
7
Konjunktur
7
Inflation
6
Stochastic volatility
6
stochastic volatility
5
ARMA model
4
ARMA-Modell
4
Bruttoinlandsprodukt
4
Gross domestic product
4
Inflation expectations
4
Inflation rate
4
Inflationserwartung
4
Inflationsrate
4
marginal likelihood
4
Decomposition method
3
Dekompositionsverfahren
3
Large vector autoregression
3
Modellierung
3
NAIRU
3
Phillips curve
3
Phillips-Kurve
3
more ...
less ...
Online availability
All
Undetermined
10
Free
9
Type of publication
All
Article
10
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
2
Working Paper
2
Language
All
English
19
Author
All
Chan, Joshua
Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
24
Todorov, Viktor
24
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
Renault, Eric
19
Brandt, Michael W.
18
more ...
less ...
Published in...
All
CAMA working paper series
5
CAMA Working Paper
2
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Federal Reserve Bank of Cleveland working paper series
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
9
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
10
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->