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The HESSIAN method for models...
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246
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163
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160
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151
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146
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141
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137
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133
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130
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126
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124
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124
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121
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120
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120
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119
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119
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118
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116
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115
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115
Lien, Da-hsiang Donald
115
Acemoglu, Daron
113
Lambertini, Luca
113
Frey, Bruno S.
112
Laporte, Gilbert
112
Jarrow, Robert A.
110
Kumbhakar, Subal
105
Cheng, T. C. E.
104
Serletis, Apostolos
103
Devereux, Michael B.
102
Bouri, Elie
101
Laffont, Jean-Jacques
101
Franses, Philip Hans
100
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
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98
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97
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Conference Sociology of Law versus Law and Economics: A Different Paradigm? <1995, Gent>
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International Society for Ecological Economics
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Federal Reserve Bank of St. Louis
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International Institute of Public Finance
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International Seminar in Public Economics
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International Workshop on Global Optimization <1999, Florenz>
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John M. Olin Foundation
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Nihon Keizai Kenkyū Sentā <Tokio>
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OECD
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Society for the Advancement of Behavioral Economics
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brussels European and Global Economic Laboratory
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Carnegie Rochester Conference on Public Policy <2007, 11, Pittsburgh, Pa.>
2
Columbia University
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Deutsches Institut für Entwicklungspolitik
2
Global Conference on Small Business Economics <3, 1995, Rotterdam>
2
Indian Economic Association
2
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2
International Centenary Conference Alfred Marshall's Principles of Economics 1890 - 1990 <1990, Florenz>
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MISTA <4., 2009, Dublin>
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MISTA <5., 2011, Phoenix, Ariz.>
2
MISTA <6., 2013, Gent>
2
National Tax Association
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Nordic Logistics Research Network
2
OECD / Directorate for Financial, Fiscal and Enterprise Affairs / Committee on Fiscal Affairs
2
Rōdō Seisaku Kenkyū Kenshū Kikō
2
Studienzentrum Gerzensee
2
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Economics letters
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5,109
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2,897
Journal of economic dynamics & control
2,545
Computers & operations research : and their applications to problems of world concern ; an international journal
2,387
The American economic review
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Journal of economic behavior & organization : JEBO
2,242
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1,831
Journal of public economics
1,722
Journal of banking & finance
1,685
Energy economics
1,581
Management science : journal of the Institute for Operations Research and the Management Sciences
1,555
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,502
Journal of monetary economics
1,410
The economic journal : the journal of the Royal Economic Society
1,369
Applied economics letters
1,361
International economic review
1,359
Public choice
1,353
International journal of production economics
1,338
Social choice and welfare
1,315
Journal of international economics
1,278
American journal of agricultural economics
1,207
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,203
Finance research letters
1,190
International journal of industrial organization
1,178
International review of economics & finance : IREF
1,173
Journal of macroeconomics
1,168
Journal of mathematical economics
1,155
Insurance / Mathematics & economics
1,146
Operations research letters
1,114
Journal of international money and finance
1,094
The Canadian journal of economics
1,076
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ECONIS (ZBW)
263,130
Showing
1
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10
of
263,130
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date (oldest first)
1
Inference on self-exciting jumps in prices and
volatility
using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
An effcient exact Bayesian method for state space models with stochastic
volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
3
A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
Saved in:
4
Sequential learning of cryptocurrency
volatility
dynamics : evidence based on a stochastic
volatility
model with jumps in returns and
volatility
Huang, Jing-Zhi
;
Huang, Zhijian
;
Xu, Li
- In:
The quarterly journal of finance
11
(
2021
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
Saved in:
5
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:
6
A comparative study of two models SV with
MCMC
algorithm
Hachicha, Ahmed
;
Hachicha, Fatma
;
Masmoudi, Afif
- In:
Review of quantitative finance and accounting
38
(
2012
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
Saved in:
7
Bayesian estimation of the stochastic
volatility
model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
Saved in:
8
Bayesian analysis of a threshold stochastic
volatility
model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
9
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
10
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
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