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subject:"Volatilität"
~person:"Chan, Joshua"
~subject:"Zustandsraummodell"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Zustandsraummodell
Estimation
16
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11
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11
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10
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10
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10
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Chan, Joshua
Gupta, Rangan
62
Tiwari, Aviral Kumar
35
Bahmani-Oskooee, Mohsen
34
Ma, Feng
25
Wohar, Mark E.
25
Todorov, Viktor
24
McAleer, Michael
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Bouri, Elie
22
Pierdzioch, Christian
22
Kumar, Dilip
21
Balcilar, Mehmet
19
Gil-Alaña, Luis A.
17
Mensi, Walid
17
Brooks, Robert
16
Caporale, Guglielmo Maria
16
Kang, Sang Hoon
16
Asai, Manabu
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
McMillan, David G.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Hammoudeh, Shawkat
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Ma, Jun
12
Malik, Farooq
12
Nonejad, Nima
12
Wu, Xinyu
12
Caporin, Massimiliano
11
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11
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Econometric reviews
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
International journal of forecasting
1
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ECONIS (ZBW)
11
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
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:
3
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
5
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:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
7
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:
8
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
9
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
Saved in:
10
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
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