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subject:"Volatility"
subject:"Yield curve"
~person:"Chan, Joshua"
~person:"Krippner, Leo"
~source:"econis"
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Volatility
Yield curve
Estimation
60
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60
State space model
21
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21
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21
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21
Time series analysis
20
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20
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Chan, Joshua
Krippner, Leo
Gupta, Rangan
85
McAleer, Michael
85
Caporale, Guglielmo Maria
65
Pierdzioch, Christian
50
Bollerslev, Tim
44
Gil-Alaña, Luis A.
36
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34
Bahmani-Oskooee, Mohsen
33
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33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Koopman, Siem Jan
29
Bouri, Elie
28
Herwartz, Helmut
28
Kim, Don H.
28
Diebold, Francis X.
27
Wohar, Mark E.
27
Mumtaz, Haroon
26
Buch, Claudia M.
25
Chang, Chia-Lin
25
Ma, Feng
25
Engle, Robert F.
24
Caporin, Massimiliano
23
Andersen, Torben
22
Döpke, Jörg
22
Xuan Vinh Vo
22
Balcilar, Mehmet
21
Kumar, Dilip
21
Rudebusch, Glenn D.
21
Wu, Jing Cynthia
21
Audrino, Francesco
20
Bekaert, Geert
20
Rodriguez, Gabriel
20
Tauchen, George Eugene
20
Cheung, Yin-Wong
19
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19
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13
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5
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ECONIS (ZBW)
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1
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
Saved in:
2
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:
3
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:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
10
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
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