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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~subject:"Volatilität"
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Volatilität
Bayes-Statistik
87
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Carriero, Andrea
1
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Del Negro, Marco
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Journal of applied econometrics
Physica A: Statistical Mechanics and its Applications
Energy economics
47
Journal of econometrics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Economic modelling
30
Finance research letters
27
Applied economics
22
International journal of forecasting
22
CAMA working paper series
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Discussion paper / Tinbergen Institute
15
Econometric reviews
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Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
14
Economics letters
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International review of financial analysis
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Quantitative finance
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Applied economics letters
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International review of economics & finance : IREF
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Journal of forecasting
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
10
Journal of mathematical finance
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Review of quantitative finance and accounting
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The European journal of finance
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Documento de trabajo
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Econometrics : open access journal
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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SFB 649 discussion paper
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The journal of futures markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
4
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
5
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
6
Rare shocks, great recessions
Cúrdia, Vasco
;
Del Negro, Marco
;
Greenwald, Daniel L.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Saved in:
7
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 956-977
Persistent link: https://www.econbiz.de/10010219745
Saved in:
8
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
9
Bayesian counterfactual analysis of the sources of the great moderation
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 173-191
Persistent link: https://www.econbiz.de/10003704875
Saved in:
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