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subject:"Forecasting model"
~person:"Chen, Cathy W. S."
~subject:"Bayesian estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Bayesian estimation
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6
ARCH-Modell
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Chen, Cathy W. S.
Gupta, Rangan
25
Koop, Gary
23
Ravazzolo, Francesco
15
Huber, Florian
13
Poon, Aubrey
13
Dijk, Herman K. van
12
Korobilis, Dimitris
12
Carriero, Andrea
11
Marcellino, Massimiliano
10
Schorfheide, Frank
9
Österholm, Pär
8
Gerlach, Richard
7
Hoogerheide, Lennart
7
Kang, Kyu Ho
7
Clark, Todd E.
6
Feldkircher, Martin
6
Kapetanios, George
6
Kotzé, Kevin
6
Onorante, Luca
6
Paccagnini, Alessia
6
Allenby, Greg M.
5
Bradlow, Eric T.
5
Casarin, Roberto
5
Cross, Jamie
5
Han, Xiaoyi
5
Koopman, Siem Jan
5
Pettenuzzo, Davide
5
Ratto, Marco
5
Rubaszek, Michał
5
Satopää, Ville A.
5
West, Mike
5
Zhang, Xinyu
5
Amisano, Gianni
4
Ando, Tomohiro
4
Ardia, David
4
Balcilar, Mehmet
4
Blasques, Francisco
4
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4
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Journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
2
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
3
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
4
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
5
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Saved in:
6
Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
Saved in:
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