//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chen, Cathy W. S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Bayes-Statistik"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
5
Bayesian inference
5
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
ARCH model
2
ARCH-Modell
2
Estimation
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomaß
2
Risk measure
2
Schätzung
2
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Kapitaleinkommen
1
Markov chain Monte Carlo method
1
Markov chain Monte Carlo methods
1
Out-of-sample forecasts
1
Pair trading
1
Quantile forecasting
1
Regression analysis
1
Regressionsanalyse
1
Risikomanagement
1
Risk management
1
Second-order logistic transition function
1
Smooth transition GARCH model
1
Statistical test
1
Statistischer Test
1
Stock index
1
Time series analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chen, Cathy W. S.
Gupta, Rangan
5
Gerlach, Richard
3
Lin, Edward M. H.
3
Kolkiewicz, Adam W.
2
Men, Zhongxian
2
Ravazzolo, Francesco
2
Smith, Jim Q.
2
Wirjanto, Tony S.
2
Zhang, Bo
2
Ahelegbey, Daniel Felix
1
Amisano, Gianni
1
Angers, Jean-François
1
Ankargren, Sebastian
1
Apostolakis, George N.
1
Ardia, David
1
Asai, Manabu
1
Azizirad, Marieh
1
Bagudu, Aliyu
1
Bailliu, Jeannine N.
1
Balcilar, Mehmet
1
Barlas, Ali B.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Berg, Tim Oliver
1
Berge, Travis J.
1
Berninger, Christoph
1
Bewley, Ronald A.
1
Biswas, Atanu
1
Blattenberger, Gail
1
Bloor, Chris
1
Breidt, F. Jay
1
Caporin, Massimiliano
1
Castillo B., Paul
1
Cepni, Oguzhan
1
Chang, Hao Wen
1
Chang, Tsangyao
1
Chen, Ji
1
Chin, Kuo-Hsuan
1
Chow, William W.
1
more ...
less ...
Published in...
All
Discussion papers
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Computational economics
1
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
2
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
3
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
4
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Saved in:
5
Subset selection of autoregressive time series models
Chen, Cathy W. S.
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 505-516
Persistent link: https://www.econbiz.de/10001437775
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->