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isPartOf:"International journal of forecasting"
~subject:"Volatility"
~subject:"World"
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Search: subject_exact:"VAR-Modell"
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Volatility
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VAR model
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VAR-Modell
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Pesaran, M. Hashem
8
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3
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International journal of forecasting
Energy economics
84
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46
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40
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38
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36
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32
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29
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Measuring the connectedness of the global economy
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 899-919
Persistent link: https://www.econbiz.de/10012792881
Saved in:
5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
6
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
7
International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal
;
Zhao, Yongchen
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
Saved in:
8
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
9
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
10
Forecasting global recessions in a GVAR model of actual and expected output
Garratt, Anthony
;
Lee, Kevin C.
;
Shields, Kalvinder K.
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011597120
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