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subject:"Indien"
subject:"Sparen"
~person:"Ardia, David"
~person:"Loiza-Maya, Ruben"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
Bayes-Statistik
Estimation theory
9
Schätztheorie
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7
ARCH model
6
ARCH-Modell
6
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4
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Ardia, David
Loiza-Maya, Ruben
Tsionas, Efthymios G.
13
Kamaiah, Bandi
10
Zhang, Xinyu
9
Koop, Gary
8
Zhang, Xibin
8
Allenby, Greg M.
6
Han, Xiaoyi
6
Lopes, Hedibert Freitas
5
Simoni, Anna
5
Singh, Tarlok
5
Bhatia, Dharam Pal
4
Chaturvedi, Anoop
4
Doppelhofer, Gernot
4
Dunson, David B.
4
Gallant, A. Ronald
4
Guerrón-Quintana, Pablo A.
4
John, Joice
4
Lee, Lung-fei
4
Nachane, Dilip M.
4
Poon, Aubrey
4
Sahadevan, K. G.
4
Suryanarayana, M. H.
4
Zou, Guohua
4
Bhat, K. Sham
3
Bollinger, Christopher R.
3
Canova, Fabio
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Chan, Joshua
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Florens, Jean-Pierre
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3
Hasselt, Martijn van
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Hong, Han
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3
Inoue, Atsushi
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Jansen, Willem Jos
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Kaur, Gian
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Economics letters
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Journal of forecasting
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ECONIS (ZBW)
7
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1
Fast variational Bayes methods for multinomial probit models
Loiza-Maya, Ruben
;
Nibbering, Didier
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1352-1363
Persistent link: https://www.econbiz.de/10014448653
Saved in:
2
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1678-1690
Persistent link: https://www.econbiz.de/10013540448
Saved in:
3
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
4
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
5
Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates
Melo-Velandia, Luis Fernando
;
Loiza-Maya, Ruben
; …
- In:
Economic systems
40
(
2016
)
3
,
pp. 387-397
Persistent link: https://www.econbiz.de/10011668431
Saved in:
6
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
Saved in:
7
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
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