//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Pettenuzzo, Davide"
~person:"Ravazzolo, Francesco"
~subject:"Capital income"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"MCMC methods"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Bayes-Statistik
76
Bayesian inference
76
Forecasting model
49
Prognoseverfahren
49
Theorie
31
Theory
31
Time series analysis
28
Zeitreihenanalyse
28
USA
19
United States
19
Estimation
18
Modellierung
18
Schätzung
18
Scientific modelling
18
Statistical distribution
14
Statistische Verteilung
14
Markov chain
12
Markov-Kette
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
8
Kapitaleinkommen
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Structural break
8
Strukturbruch
8
Stochastic process
7
Stochastischer Prozess
7
Frühindikator
6
Leading indicator
6
Panel
6
Panel study
6
Bayesian Inference
5
State space model
5
VAR model
5
VAR-Modell
5
Volatility
5
Volatilität
5
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
8
Author
All
Pettenuzzo, Davide
Ravazzolo, Francesco
Timmermann, Allan
4
Dijk, Herman K. van
3
Guidolin, Massimo
3
Lillestøl, Jostein
3
Amisano, Gianni
2
Bauwens, Luc
2
Forbes, Catherine Scipione
2
Geweke, John
2
Hoogerheide, Lennart F.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Nguyen, Hoang
2
Storti, G.
2
Valkanov, Rossen I.
2
Adam, Tomáš
1
Ammann, Manuel
1
Andreasen, Martin Møller
1
Andriyashin, Anton
1
Ardia, David
1
Badura, Ondřej
1
Bajzik, Josef
1
Bajzík, Josef
1
Basturk, Nalan
1
Baum, Christopher F.
1
Benzoni, Luca
1
Bianchi, Daniele
1
Bruijn, Bert de
1
Chen, Andrew Y.
1
Chen, Liyuan
1
Chin, Michael
1
Chiu, Ching Wai Jeremy
1
Collin-Dufresne, Pierre
1
Corré, Nienke
1
Crespo Cuaresma, Jesús
1
Donato Tortora, Andrea
1
Edelmanz, Daniel
1
Fabozzi, Frank J.
1
Fernandez, Oscar
1
more ...
less ...
Published in...
All
Working papers / Brandeis University, Department of Economics and International Business School
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
BIS working papers
1
Discussion paper / Centre for Economic Policy Research
1
Econometric Institute research papers
1
Working paper / Norges Bank
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
3
On the correlation between commodity and equity returns : implications for portfolio allocation
Lombardi, Marco
;
Ravazzolo, Francesco
-
2013
Persistent link: https://www.econbiz.de/10009782578
Saved in:
4
Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
-
2011
Persistent link: https://www.econbiz.de/10011337372
Saved in:
5
Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Donato …
-
2011
Persistent link: https://www.econbiz.de/10009409039
Saved in:
6
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->