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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Aktienmarkt"
~subject:"Bayesian inference"
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Search: subject_exact:"State space model"
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Aktienmarkt
Bayesian inference
State space model
90
Zustandsraummodell
89
Time series analysis
49
Zeitreihenanalyse
49
Theorie
32
Theory
32
Estimation
31
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Abakah, Emmanuel Joel Aikins
2
Fulop, Andras
2
Gallant, A. Ronald
2
Kohn, Robert
2
Koop, Gary
2
Li, Junye
2
Tiwari, Aviral Kumar
2
Tsay, Ruey S.
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Alhothuali, Mohammad S.
1
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1
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1
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1
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Applied economics
Journal of econometrics
Economic modelling
18
Discussion paper / Tinbergen Institute
16
Energy economics
13
CAMA working paper series
12
International review of economics & finance : IREF
11
International review of financial analysis
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of forecasting
7
Applied economics letters
6
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6
The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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5
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5
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
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Macroeconomics and finance in emerging market economies
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Economic research
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Macroeconomic dynamics
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The econometrics journal
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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1
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
4
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
5
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
6
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
7
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
8
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
9
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Saved in:
10
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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