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
~subject:"Stochastischer Prozess"
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
A hybrid approach for regressi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Bayesian
548
Bayes-Statistik
171
Bayesian inference
164
Theorie
133
Theory
127
Hybrid
89
hybrid
69
likelihood
59
Schätzung
51
Estimation
50
Prognoseverfahren
50
Forecasting model
49
Likelihood
42
Zeitreihenanalyse
42
Time series analysis
41
VAR model
31
VAR-Modell
31
Schätztheorie
27
Estimation theory
25
MCMC
22
Risk
20
State space model
20
Markov Chain Monte Carlo
19
Volatility
19
Volatilität
19
Markov-Kette
18
Markov chain
17
Risiko
17
Zustandsraummodell
17
forecasting
17
Panel
16
Panel study
16
Statistische Verteilung
16
Stochastic process
16
USA
16
Markov chain Monte Carlo
15
Cointegration
14
GARCH
14
Monetary policy
14
more ...
less ...
Online availability
All
Free
9
Undetermined
7
Type of publication
All
Article
9
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Language
All
English
16
Author
All
Koop, Gary
3
Mertens, Elmar
3
Nason, James Michael
3
Chan, Joshua
2
Eisenstat, Eric
2
Andrews, Antony
1
Ankargren, Sebastian
1
Cacace, Filippo
1
Dowson, Oscar
1
Germani, Alfredo
1
Hok, Julien
1
Hou, Chenghan
1
Huber, Florian
1
Kimpton, Sean
1
Lee, Jae Won
1
Ma, Donglian
1
Morton, David P.
1
Pagnoncelli, Bernardo K.
1
Papi, Marco
1
Park, Woong-yong
1
Pfarrhfer, Michael
1
Richter, Marcel K.
1
Tan, Shih-Hau
1
Tanizaki, Hisashi
1
Temoso, Omphile
1
Tsionas, Efthymios G.
1
Wong, Kam C.
1
Wu, Ping
1
more ...
less ...
Published in...
All
CAMA working paper series
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economics letters
1
Economics working paper series
1
International journal of forecasting
1
Journal of econometrics
1
Journal of mathematical economics
1
Operations research letters
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in international business and finance
1
Strathclyde discussion papers in economics
1
Working Paper / Bank of Greece
1
Working paper / Konjunkturinstitutet
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
2
Likelihood
relations and stochastic preferences
Richter, Marcel K.
;
Wong, Kam C.
- In:
Journal of mathematical economics
62
(
2016
),
pp. 28-35
Persistent link: https://www.econbiz.de/10011664735
Saved in:
3
System reduction of dynamic stochastic general equilibrium models solved by gensys
Lee, Jae Won
;
Park, Woong-yong
- In:
Economics letters
199
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012605872
Saved in:
4
Novel techniques for
Bayesian
inference in univariate and multivariate stochastic volatility models
Tsionas, Efthymios G.
-
2022
Persistent link: https://www.econbiz.de/10013193282
Saved in:
5
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
6
The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian
;
Tanizaki, Hisashi
- In:
Research in international business and finance
49
(
2019
),
pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
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
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
9
Large
Bayesian
VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
10
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2018
-
Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
