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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
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Volatilität
Bayesian inference
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79
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MNB working papers
Computational economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
163
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1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
7
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
8
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
9
Bayesian inference of local projections with roughness penalty priors
Tanaka, Masahiro
- In:
Computational economics
55
(
2020
)
2
,
pp. 629-651
Persistent link: https://www.econbiz.de/10012223655
Saved in:
10
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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