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Markov-Kette
Bayesian inference
10,049
Bayes-Statistik
10,031
Theorie
4,506
Theory
4,471
Schätzung
2,079
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2,073
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1,728
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1,406
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1,367
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1,260
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1,241
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1,146
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1,133
Stochastic volatility
989
stochastic volatility
960
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907
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821
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803
Dynamisches Gleichgewicht
784
Dynamic equilibrium
782
USA
745
United States
719
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715
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715
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618
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615
Schock
598
Shock
595
Bayesian estimation
577
Business cycle
536
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534
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515
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515
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English
898
German
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Casarin, Roberto
33
Billio, Monica
21
Dijk, Herman K. van
19
Ravazzolo, Francesco
19
Tsionas, Efthymios G.
17
Dufays, Arnaud
15
Paap, Richard
15
Kaufmann, Sylvia
13
Bauwens, Luc
12
Forbes, Catherine Scipione
12
Kohn, Robert
12
Martin, Gael M.
12
Dijk, Dick van
11
Koop, Gary
11
Li, Yong
10
Kneib, Thomas
9
Leon-Gonzalez, Roberto
9
Strachan, Rodney W.
9
Amisano, Gianni
8
Chib, Siddhartha
8
Peters, Gareth
8
Frühwirth-Schnatter, Sylvia
7
Geweke, John
7
Hoogerheide, Lennart F.
7
Nakatsuma, Teruo
7
Netzer, Oded
7
Rombouts, Jeroen V. K.
7
Yu, Jun
7
Asai, Manabu
6
Fischer, Manfred M.
6
Hoogerheide, Lennart
6
Koopman, Siem Jan
6
Korobilis, Dimitris
6
Maneesoonthorn, Worapree
6
Nakajima, Jouchi
6
Tallman, Ellis W.
6
Zhang, Xibin
6
Çakmaklı, Cem
6
Ardia, David
5
Chan, Joshua
5
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Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
State University of New York at Albany / Department of Economics
1
University of Chicago / Graduate School of Business
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1
Westfälische Wilhelms-Universität Münster
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Journal of econometrics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion paper / Tinbergen Institute
17
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International journal of forecasting
11
Working papers
11
Computational economics
10
Econometric reviews
10
Economic modelling
10
Energy economics
10
European journal of operational research : EJOR
10
Working paper
9
Economics letters
8
Journal of forecasting
8
Journal of the American Statistical Association : JASA
8
Working papers in economics and statistics
8
CAMA working paper series
7
Econometric Institute research papers
7
Insurance / Mathematics & economics
7
Journal of applied econometrics
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
GRIPS discussion papers
6
International journal of theoretical and applied finance
6
Journal of economic dynamics & control
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Quantitative marketing and economics : QME
6
Sveriges Riksbank working paper series
6
Working paper series : paper ...
6
CAMP working paper series
5
CORE discussion papers : DP
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Macroeconomic dynamics
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ECONIS (ZBW)
903
EconStor
1
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1
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
2
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
3
Alternative formulations of the leverage effect in a stochastic volatility model with asymmetric heavy-tailed errors
Deschamps, Philippe J.
-
2015
Persistent link: https://www.econbiz.de/10011289959
Saved in:
4
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
5
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
6
Business cycles and financial crises : the roles of credit supply and demand shocks
Nason, James Michael
;
Tallman, Ellis W.
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 836-882
Persistent link: https://www.econbiz.de/10011309203
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
8
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
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9
Scientific stochastic volatility models for the European carbon markets : forecasting and extracting conditional moments
Solibakke, Per Bjarte
- In:
International journal of business
19
(
2014
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10010344777
Saved in:
10
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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