//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
"Markov Switching Asymmetric S...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
1400 : 2026
1400
2026
Subject
All
Markov chain
13
Markov chain Monte Carlo
13
Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Theorie
12
Theory
12
Volatility
12
Volatilität
12
State space model
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Japan
8
Schätzung
8
Stochastic volatility
7
Bayesian inference
6
Zustandsraummodell
6
Bayes-Statistik
5
Capital income
5
Kapitaleinkommen
5
Stock returns
5
Correlation
4
Korrelation
4
Mixture sampler
4
Portfolio selection
4
Portfolio-Management
4
stochastic volatility
4
ARCH model
3
ARCH-Modell
3
Discrete choice
3
Diskrete Entscheidung
3
Dynamic factor
3
Leverage effect
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Multivariate Analyse
3
Multivariate analysis
3
Realized volatility
3
Time series analysis
3
more ...
less ...
Online availability
All
Free
1,207
Undetermined
25
Type of publication
All
Book / Working Paper
1,339
Article
35
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
764
Undetermined
522
Japanese
85
German
1
Russian
1
Slovenian
1
Author
All
Omori, Yasuhiro
109
Takahashi, Akihiko
90
Okazaki, Tetsuji
89
Kubokawa, Tatsuya
87
McAleer, Michael
77
Matsushima, Hitoshi
63
Kunitomo, Naoto
51
Miwa, Yoshiro
50
Obinata, Takashi
36
Fukuda, Shin-ichi
35
Fujimoto, Takahiro
34
Kobayashi, Takao
33
Nakajima, Jouchi
32
Khan, Haider A.
28
Ramseyer, J. Mark
28
Sawada, Yasuyuki
26
Ihori, Toshihiro
22
Ohashi, Hiroshi
21
Tabuchi, Takatoshi
21
Watanabe, Toshiaki
20
Fujii, Masaaki
19
Nishimura, Kiyohiko G.
19
Yanagawa, Noriyuki
18
Chang, Chia-Lin
17
Sato, Seisho
16
Sugawara, Shinya
16
Takemura, Akimichi
16
Ishihara, Tsunehiro
15
Khan, Haider Ali
15
Miyawaki, Koji
15
Okuno-Fujiwara, Masahiro
15
Ueda, Kazuo
15
Hayashi, Masayoshi
14
Hibiki, Akira
14
Kamiya, Kazuya
14
Shiraya, Kenichiro
14
Srivastava, Muni S.
14
Chib, Siddhartha
13
Abe, Makoto
12
Asai, Manabu
12
more ...
less ...
Institution
All
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1,309
Center for Advanced Research in Finance, Faculty of Economics
14
Institute of Economic Research, Hitotsubashi University
3
Economics Group, Nuffield College, University of Oxford
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Nuffield College
1
Published in...
All
CIRJE F-Series
1,018
CIRJE J-Series
291
CARF F-Series
11
Computational Statistics & Data Analysis
8
The Japanese economic review : the journal of the Japanese Economic Association
6
CARF J-Series
3
CIRJE discussion papers / F series
3
Econometric reviews
3
Global COE Hi-Stat Discussion Paper Series
3
Global COE Hi-Stat discussion paper series
3
Statistics & Probability Letters
3
Economics letters
2
Journal of econometrics
2
The Japanese Economic Review
2
Computational economics
1
Economics Letters
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics discussion papers
1
Handbook of financial time series
1
Health economics
1
IMES Discussion Paper Series
1
IMES discussion paper series
1
International journal of forecasting
1
Journal of Econometrics
1
Journal of Time Series Analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford Financial Research Centre economics series
1
more ...
less ...
Source
All
RePEc
1,344
ECONIS (ZBW)
25
OLC EcoSci
4
BASE
1
Showing
91
-
100
of
1,374
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Stochastic volatility with leverage: Fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10007761426
Saved in:
92
DUOPOLY IN THE JAPANESE AIRLINE MARKET: BAYESIAN ESTIMATION FOR THE ENTRY GAME*
SUGAWARA, SHINYA
;
OMORI, YASUHIRO
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 310-333
Persistent link: https://www.econbiz.de/10010014759
Saved in:
93
PANEL DATA ANALYSIS OF JAPANESE RESIDENTIAL WATER DEMAND USING A DISCRETE/CONTINUOUS CHOICE APPROACH*
MIYAWAKI, KOJI
;
OMORI, YASUHIRO
;
HIBIKI, AKIRA
- In:
The Japanese economic review : the journal of the …
62
(
2011
)
3
,
pp. 365-387
Persistent link: https://www.econbiz.de/10009258546
Saved in:
94
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
Check Google Scholar
|
More access options
In libraries world-wide (WorldCat)
In German libraries (KVK)
I need help
95
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
freely available
Full text
|
More access options
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
I need help
96
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
Nakajima, Jouchi
;
Kunihama, Tsuyoshi
;
Omori, Yasuhiro
; …
-
2009
Persistent link: https://www.econbiz.de/10003908068
Saved in:
97
Panel data analysis of Japanese residential water demand using a discrete/continuous choice approach
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
The Japanese economic review : the journal of the …
62
(
2011
)
3
,
pp. 365-386
Persistent link: https://www.econbiz.de/10009506854
Saved in:
98
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
Saved in:
99
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
-
2012
Persistent link: https://www.econbiz.de/10009618591
Saved in:
100
Duopoly in the Japanese airline market : Bayesian estimation for the entry game
Sugawara, Shinya
;
Omori, Yasuhiro
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 310-332
Persistent link: https://www.econbiz.de/10009666593
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->