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~isPartOf:"Central European journal of economic modelling and econometrics"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
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Bayes-Statistik
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Time series analysis
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9
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Pajor, Anna
2
Wróblewska, Justyna
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Central European journal of economic modelling and econometrics
Journal of econometrics
129
Discussion paper / Tinbergen Institute
110
International journal of forecasting
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Energy economics
69
Economic modelling
61
Journal of forecasting
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of empirical finance
47
Economics letters
42
Finance research letters
40
Applied economics
39
Working paper
36
Econometric reviews
34
The North American journal of economics and finance : a journal of financial economics studies
34
CREATES research paper
30
International review of financial analysis
30
International review of economics & finance : IREF
29
Journal of financial econometrics
29
CAMA working paper series
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of economic dynamics & control
25
Journal of risk and financial management : JRFM
25
Quantitative finance
25
Computational economics
24
Econometric Institute research papers
24
Journal of banking & finance
24
Research in international business and finance
21
CESifo working papers
20
Journal of applied econometrics
20
SFB 649 discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Econometrics : open access journal
18
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17
Applied economics letters
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New approach in dealing with the non-negativity of the conditional variance in the estimation of GARCH model
Settar, Abdeljalil
;
Fatmi, Nadia Idrissi
;
Badaoui, Mohammed
- In:
Central European journal of economic modelling and …
13
(
2021
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10012439109
Saved in:
2
One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models
Wróblewska, Justyna
;
Pajor, Anna
- In:
Central European journal of economic modelling and …
11
(
2019
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012294550
Saved in:
3
Testing for long-range dependence in financial time series
Mangat, Manveer Kaur
;
Reschenhofer, Erhard
- In:
Central European journal of economic modelling and …
11
(
2019
)
2
,
pp. 93-106
Persistent link: https://www.econbiz.de/10012294575
Saved in:
4
On sensitivity of inference in Bayesian MSF-MGARCH models
Osiewalski, Jacek
;
Pajor, Anna
- In:
Central European journal of economic modelling and …
11
(
2019
)
3
,
pp. 173-197
Persistent link: https://www.econbiz.de/10012294603
Saved in:
5
Bayesian inference for a deterministic cycle with time-varying amplitude : the case of the growth cycle in European countries
Lenart, Łukasz
- In:
Central European journal of economic modelling and …
10
(
2018
)
3
,
pp. 233-262
Persistent link: https://www.econbiz.de/10012002131
Saved in:
6
Modelling foreign exchange realized volatility using high frequency data : long memory versus structural breaks
Ben Maatoug, Abderrazak
;
Lamouchi, Rim
;
Davidson, Russell
; …
- In:
Central European journal of economic modelling and …
10
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011918105
Saved in:
7
Examination of seasonal volatility in HICP for baltic region countries : non-parametric test versus forecasting experiment
Lenart, Łukas
- In:
Central European journal of economic modelling and …
9
(
2017
)
1
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011780589
Saved in:
8
Forecasting the Polish inflation using Bayesian VAR models with seasonality
Stelmasiak, Damian
;
Szafrański, Grzegorz
- In:
Central European journal of economic modelling and …
8
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011634880
Saved in:
9
Common trends and common cycles : Bayesian approach
Wróblewska, Justyna
- In:
Central European journal of economic modelling and …
7
(
2015
)
2
,
pp. 91-110
Persistent link: https://www.econbiz.de/10011429745
Saved in:
10
Bayesian estimation and prediction for ACD models in the analysis of trade durations from the Polish stock market
Huptas, Roman
- In:
Central European journal of economic modelling and …
6
(
2014
)
4
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010503009
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