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~subject:"Volatilität"
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Volatilität
Bayes-Statistik
110
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110
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86
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86
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80
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80
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72
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Chan, Joshua
33
Chan, Joshua C. C.
15
Poon, Aubrey
12
Eisenstat, Eric
10
Koop, Gary
9
Cross, Jamie
8
Strachan, Rodney W.
8
Hou, Chenghan
6
Doucet, Arnaud
4
Gefang, Deborah
4
Yu, Xuewen
4
Zhang, Bo
4
Zhu, Dan
4
Grant, Angelia L.
3
León-González, Roberto
3
Chan, Jiun Hong
2
Cross, Jamie L.
2
Grant, Angelia
2
Joshi, Mark S.
2
Song, Yong
2
Clark, Todd E.
1
Garcia, Juan Angel
1
Hsiao, Cody Y. L.
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Hsiao, Cody Yu-Ling
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CAMA working paper series
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11
International journal of forecasting
4
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3
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CAMA Working Paper 31/2013
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
Scandinavian actuarial journal
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Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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ECONIS (ZBW)
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A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
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2
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
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3
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
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4
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
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5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
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6
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
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7
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
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8
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:
9
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:
10
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
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