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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"MCMC"
~subject:"Stochastischer Prozess"
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MCMC
Stochastischer Prozess
Bayes-Statistik
93
Bayesian inference
93
Theorie
65
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65
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20
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20
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18
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Chan, Joshua
3
Lopes, Hedibert Freitas
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Ausín, M. Concepción
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Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
CAMA working paper series
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European journal of operational research : EJOR
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Journal of Applied Statistics
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Journal of risk and financial management : JRFM
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Psychometrika
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Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
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ECONIS (ZBW)
21
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1
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:
2
Time-dependent shrinkage of time-varying parameter regression models
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014486369
Saved in:
3
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:
4
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:
5
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
7
DSGE models with student-t errors
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 152-171
Persistent link: https://www.econbiz.de/10010358321
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
9
Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 34-62
Persistent link: https://www.econbiz.de/10011987683
Saved in:
10
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
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