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isPartOf:"Economic modelling"
subject:"Volatility"
~accessRights:"restricted"
~subject:"Bayesian inference"
~subject:"Scientific modelling"
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Volatility
Bayesian inference
Scientific modelling
Estimation theory
68
Schätztheorie
68
Estimation
32
Schätzung
32
Time series analysis
16
Zeitreihenanalyse
16
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11
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11
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10
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9
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Acocella, Nicola
1
Ai, Xin
1
Alleva, Giorgio
1
Beqiraj, Elton
1
Boughrara, Adel
1
Castillo B., Paul
1
Chen, Feng
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
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Di Pietro, Marco
1
Dridi, Ichrak
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Duarte, Cláudia
1
Felici, Francesco
1
Go, Delfin S.
1
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1
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Hu, Shuowen
1
Hur, Joonyoung
1
Kortelainen, Mika
1
Kumar, Dilip
1
Li, Hongyi
1
Li, Yong
1
Liseo, Brunero
1
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1
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1
Maria, José R.
1
Mei, Chang-Lin
1
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1
Nonejad, Nima
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Economic modelling
Journal of econometrics
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economics letters
30
Econometric reviews
27
International journal of forecasting
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Discussion papers / CEPR
17
Finance research letters
16
Quantitative finance
15
Econometric theory
14
Computational economics
13
Journal of empirical finance
13
European journal of operational research : EJOR
12
Journal of financial econometrics
12
Journal of economic dynamics & control
11
Journal of quantitative economics
11
The econometrics journal
11
The North American journal of economics and finance : a journal of financial economics studies
10
Insurance / Mathematics & economics
9
Journal of forecasting
8
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7
Energy economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of mathematical finance
6
Operations research
6
Applied economics letters
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of production research
5
Journal of risk
5
Scandinavian actuarial journal
5
The journal of risk model validation
5
Theoretical economics letters
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance and stochastics
4
International journal of computational economics and econometrics : IJCEE
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Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
5
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
6
Inefficiency and bank failure : a joint Bayesian estimation method of stochastic frontier and hazards models
Sanchez González, Jim
;
Restrepo-Tobón, Diego
; …
- In:
Economic modelling
95
(
2021
),
pp. 344-360
Persistent link: https://www.econbiz.de/10012696004
Saved in:
7
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
8
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
9
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
10
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
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