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Volatility
Bayes-Statistik
70
Bayesian inference
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Time series analysis
59
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59
Theorie
57
Theory
57
Stochastic process
52
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31
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stochastic volatility
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English
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Chan, Joshua
32
Chan, Joshua C. C.
15
Eisenstat, Eric
9
Strachan, Rodney W.
8
Yu, Xuewen
5
Doucet, Arnaud
4
Grant, Angelia L.
3
Koop, Gary
3
León-González, Roberto
3
Zhang, Bo
3
Cross, Jamie
2
Grant, Angelia
2
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1
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1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Hsiao, Cody Yu-Ling
1
Leon-Gonzalez, Roberto
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CAMA working paper series
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8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
3
ANU working papers in economics and econometrics
2
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CAMA Working Paper 31/2013
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Energy economics
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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)
47
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1
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Saved in:
2
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2012
Persistent link: https://www.econbiz.de/10009655700
Saved in:
3
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
9
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342409
Saved in:
10
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
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