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subject:"Monte Carlo simulation"
~subject:"Statistische Verteilung"
~subject:"Volatility"
~type:"article"
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Search: subject_exact:"Bayessche Statistik"
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Monte Carlo simulation
Statistische Verteilung
Volatility
Bayes-Statistik
4,804
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4,804
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2,018
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2,018
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885
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Tsionas, Efthymios G.
25
Chan, Joshua
12
Dijk, Herman K. van
11
Li, Yong
11
Ravazzolo, Francesco
10
Yu, Jun
9
Casarin, Roberto
7
Geweke, John
7
Koop, Gary
7
Assaf, A. Georges
6
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6
Chen, Cathy W. S.
6
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6
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6
Frühwirth-Schnatter, Sylvia
6
Huber, Florian
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Poon, Aubrey
6
Zhang, Xibin
6
Österholm, Pär
6
Cross, Jamie
5
Galeano, Pedro
5
Gupta, Rangan
5
Hoogerheide, Lennart
5
Kang, Kyu Ho
5
Lesage, James P.
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Men, Zhongxian
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Nakajima, Jouchi
5
Norets, Andriy
5
Pajor, Anna
5
Rodriguez, Gabriel
5
Wirjanto, Tony S.
5
Ausín, M. Concepción
4
Damien, Paul
4
Fulop, Andras
4
Gerlach, Richard
4
Griffin, Jim E.
4
Kakamu, Kazuhiko
4
Kalli, Maria
4
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Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
International journal of forecasting
24
Econometric reviews
22
Journal of applied econometrics
22
Energy economics
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Insurance / Mathematics & economics
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Astin bulletin : the journal of the International Actuarial Association
7
Central European journal of economic modelling and econometrics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Finance research letters
7
Journal of economic dynamics & control
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The journal of operational risk
7
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6
Applied economics letters
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6
Management science : journal of the Institute for Operations Research and the Management Sciences
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
International journal of finance & economics : IJFE
5
Journal of empirical finance
5
Research in international business and finance
5
American journal of agricultural economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of production research
4
Journal of banking & finance
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ECONIS (ZBW)
784
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Multimodal preference heterogeneity in choice-based conjoint analysis : a simulation study
Goeken, Nils
;
Kurz, Peter
;
Steiner, Winfried J.
- In:
Journal of business economics : JBE
94
(
2024
)
1
,
pp. 137-185
Persistent link: https://www.econbiz.de/10014494374
Saved in:
4
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
5
The macroeconomic impact of global and country-specific climate risk
Byrne, Joseph P.
;
Vitenu-Sackey, Prince Asare
- In:
Environmental and resource economics
87
(
2024
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10014500378
Saved in:
6
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
7
Which Solow model - homogeneous technology-, heterogeneous technology-, or human capital-augmented : best explains OECD growth?, fresh evidence from Bayesian Monte Carlo Simulation...
Dan, Thanh Bui
;
Nguyen Ngoc Thach
- In:
Montenegrin journal of economics
20
(
2024
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10014525858
Saved in:
8
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
Saved in:
9
Opioid mortality in the US : quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
- In:
Letters in spatial and resource sciences : LSRS
16
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014330458
Saved in:
10
A note of caution on the relation between money growth and inflation
Berger, Helge
;
Karlsson, Sune
;
Österholm, Pär
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 479-496
Persistent link: https://www.econbiz.de/10014437270
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