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~person:"Glasserman, Paul"
~person:"Huber, Florian"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Search: subject:"stochastic volatility model"
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Estimation
Prognoseverfahren
Stochastic volatility
13
Stochastische Volatilität
13
Welt
10
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VAR model
9
VAR-Modell
9
Taylor rule
7
Forecasting model
6
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Taylor-Regel
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Wechselkurs
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natural rate of unemployment
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Economic indicator
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Factor stochastic volatility
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Schätzung
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Theorie
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Theory
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Bayesian inference
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G7 countries
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Natural rate of unemployment
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Natürliche Arbeitslosenquote
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Glasserman, Paul
Huber, Florian
Clark, Todd E.
14
McCracken, Michael W.
8
Mertens, Elmar
8
Diebold, Francis X.
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Marcellino, Massimiliano
4
Jungbacker, Borus
3
Koopman, Siem Jan
3
Reif, Magnus
3
Bekierman, Jeremias
2
Frazier, David T.
2
Kaufmann, Daniel
2
Kobayashi, Masahito
2
Loiza-Maya, Ruben
2
Mandal, Anandadeep
2
Marcellino, Massimiliano Giuseppe
2
Martin, Gael M.
2
Poshakwale, Sunil S.
2
Timmermann, Allan
2
Alanya, Willy
1
Amir Ahmadi, Pooyan
1
An, Yunbi
1
Bates, David S.
1
Baum, Christopher F.
1
Berger, Tino
1
Byrne, Joseph P.
1
Chen, Jinghui
1
Chen, Liyuan
1
Chiba, Masaru
1
Cho, Hoon
1
Chun, Dohyun
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Dimitrov, Valentin S.
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Escobar, Marcos
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Friedmann, Ralph
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International journal of forecasting
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2019
We estimate a multivariate unobserved components
stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012118184
Saved in:
2
Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2015
We estimate a multivariate unobserved components-
stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
Saved in:
3
Forecasting global equity indices using large Bayesian VARs
Huber, Florian
;
Krisztin, Tamás
;
Piribauer, Philipp
-
2014
Persistent link: https://www.econbiz.de/10010480996
Saved in:
4
Density forecasting using Bayesian global vector autoregressions with common stochastic volatility
Huber, Florian
-
2014
Persistent link: https://www.econbiz.de/10010480999
Saved in:
5
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
6
Forward and future implied volatility
Glasserman, Paul
;
Wu, Qi
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
Saved in:
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