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~isPartOf:"Econometric reviews"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Stochastischer Prozess
Volatility
Bayes-Statistik
91
Bayesian inference
91
Theorie
54
Theory
54
Estimation
31
Schätzung
31
Stochastic process
17
Volatilität
17
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Schätztheorie
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Chan, Joshua
2
Adolfson, Malin
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Ausín, M. Concepción
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Bera, Anil K.
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1
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1
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Econometric reviews
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of econometrics
27
CAMA working paper series
20
Energy economics
15
Working paper
14
European journal of operational research : EJOR
13
International journal of forecasting
13
Economic modelling
12
Discussion paper / Tinbergen Institute
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
Economics letters
9
Journal of applied econometrics
9
Journal of forecasting
9
Quantitative economics : QE ; journal of the Econometric Society
9
CAMA Working Paper
8
Computational economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper
7
Documento de trabajo
7
Federal Reserve Bank of Cleveland working paper series
7
Finance research letters
7
Journal of risk and financial management : JRFM
7
Discussion papers / CEPR
6
Econometrics : open access journal
6
SFB 649 discussion paper
6
Working papers
6
Applied economics letters
5
CREATES research paper
5
Central European journal of economic modelling and econometrics
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
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Journal of economic dynamics & control
5
Macroeconomic dynamics
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Operations research
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Quantitative finance
5
The econometrics journal
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ECONIS (ZBW)
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
3
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
6
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
7
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
8
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
9
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
10
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
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