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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Bayes-Statistik
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Theorie
836
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836
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590
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590
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392
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392
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Koop, Gary
7
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Li, Wai Keung
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Ravazzolo, Francesco
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
621
Finance research letters
529
Journal of econometrics
470
International review of financial analysis
418
Applied economics
416
Economic modelling
416
Journal of banking & finance
390
International review of economics & finance : IREF
351
The North American journal of economics and finance : a journal of financial economics studies
344
The journal of futures markets
344
Economics letters
307
Applied economics letters
281
Journal of empirical finance
279
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
253
Journal of international money and finance
248
International journal of forecasting
242
Journal of international financial markets, institutions & money
242
Journal of risk and financial management : JRFM
211
Journal of economic dynamics & control
205
Quantitative finance
199
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193
Journal of forecasting
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
166
International Journal of Energy Economics and Policy : IJEEP
163
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
The European journal of finance
153
European journal of operational research : EJOR
149
International journal of finance & economics : IJFE
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
248
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
A dynamic binary probit model with time-varying parameters and shrinkage prior
He, Zhongfang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 335-346
Persistent link: https://www.econbiz.de/10014449935
Saved in:
3
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
4
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
5
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
6
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
7
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Fast variational Bayes methods for multinomial probit models
Loiza-Maya, Ruben
;
Nibbering, Didier
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1352-1363
Persistent link: https://www.econbiz.de/10014448653
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
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