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~isPartOf:"Finance research letters"
~isPartOf:"Macroeconomic dynamics"
~subject:"Bayesian state-space models"
~subject:"Zustandsraummodell"
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Bayesian state-space models
Zustandsraummodell
State space model
53
Estimation
17
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17
Theorie
16
Theory
16
Time series analysis
14
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Tiwari, Aviral Kumar
4
Bouri, Elie
3
Choi, Sun-Yong
3
Goodell, John W.
3
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2
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2
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Finance research letters
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
94
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78
Economics letters
55
Computational economics
54
Journal of econometrics
53
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51
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50
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44
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40
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tinbergen Institute Discussion Paper
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31
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30
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24
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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NBER Working Paper
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ECONIS (ZBW)
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
2
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
Saved in:
3
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
4
Time-varying relationship between geopolitical uncertainty and agricultural investment
Jana, Rabin K.
;
Ghosh, Indranil
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014471906
Saved in:
5
Turkish Lira crisis and its impact on sector returns
Hadi, Dlawar Mahdi
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471923
Saved in:
6
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
7
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
Saved in:
8
Geopolitical risk and the Saudi stock market : evidence from a new wavelet packet multiresolution cross-causality
Saâdaoui, Foued
;
Jabeur, Sami Ben
;
Goodell, John W.
- In:
Finance research letters
53
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472462
Saved in:
9
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
10
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
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