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subject:"Volatility"
~accessRights:"free"
~person:"Chan, Joshua"
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Volatility
Estimation theory
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Time series analysis
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VAR-Modell
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Stochastic process
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Stochastischer Prozess
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Volatilität
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Bayes-Statistik
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Bayesian inference
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Estimation
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Gibbs Sampling
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Multivariate Analyse
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Multivariate analysis
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Zustandsraummodell
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alternating-order
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automatic differentiation
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reparameterization
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state-space
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vector autoregression
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Chan, Joshua
Koopman, Siem Jan
12
Brandt, Michael W.
9
Teräsvirta, Timo
8
Croux, Christophe
7
Hurvich, Clifford M.
7
Li, Yingying
7
Silvennoinen, Annastiina
7
Todorov, Viktor
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Alizadeh, Sassan
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Diebold, Francis X.
6
Kim, Donggyu
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Leon-Gonzalez, Roberto
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Li, Jia
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Mancino, Maria Elvira
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Swanson, Norman R.
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Bibinger, Markus
5
Cavaliere, Giuseppe
5
Linton, Oliver
5
Linton, Oliver B.
5
Lucas, André
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Malec, Peter
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Tauchen, George Eugene
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Blasques, Francisco
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Bos, Charles S.
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Craig, Ben R.
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Deo, Rohit
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Fan, Jianqing
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Gather, Ursula
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Gelper, Sarah
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Gorgi, Paolo
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Grynkiv, Iaryna
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Hafner, Christian M.
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Hartwig, Benny
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Hautsch, Nikolaus
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Kristensen, Dennis
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León-González, Roberto
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ECONIS (ZBW)
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
4
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
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