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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastic process"
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Zeitreihenanalyse
Stochastic process
111
Stochastischer Prozess
111
Volatility
52
Volatilität
52
Theorie
44
Theory
44
Estimation
29
Schätzung
29
Time series analysis
23
Bayes-Statistik
22
Bayesian inference
22
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20
Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
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18
Prognoseverfahren
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Commodity derivative
15
Rohstoffderivat
15
Electricity price
14
State space model
14
Strompreis
14
Zustandsraummodell
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Monte Carlo simulation
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Stochastic volatility
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11
ARCH-Modell
11
Welt
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World
11
stochastic volatility
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Chan, Joshua
9
Benth, Fred Espen
3
Strachan, Rodney W.
2
Zhang, Bo
2
Abrell, Jan
1
Bao Hoang Nguyen
1
Chan, Joshua C. C.
1
Che Mohd Imran Che Taib
1
Cross, Jamie L.
1
DiLellio, James A.
1
Doucet, Arnaud
1
Dyer, James S.
1
Eisenstat, Eric
1
Fernández González, Paula
1
García Mirantes, Andrés
1
Görtz, Christoph
1
Hahn, Warren J.
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Ignatieva, Ekaterina
1
Klüppelberg, Claudia
1
Koop, Gary
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
León-González, Roberto
1
Mertens, Elmar
1
Müller, Gernot
1
Nason, James Michael
1
Neumann, Anne
1
Población, Javier
1
Presno, María José
1
Schrader, Simon Elias
1
Serna, Gregorio
1
Theodoridis, Konstantinos
1
Thoenissen, Christoph
1
Vos, Linda
1
Wong, Patrick
1
Yu, Xuewen
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Zaklan, Aleksandar
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CAMA working paper series
Energy economics
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
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15
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14
International journal of forecasting
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12
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12
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11
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11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
CESifo working papers
5
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ECONIS (ZBW)
23
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1
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
9
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
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