//--> //--> //-->
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:"Timmermann, Allan"
~subject:"Volatilität"
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:"Bayesian statistics"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bayes-Statistik
21
Bayesian inference
21
Theorie
16
Theory
16
Estimation
13
Schätzung
13
Stochastic process
9
Stochastischer Prozess
9
Structural break
9
Strukturbruch
9
USA
7
United States
7
Capital income
6
Discounting
6
Diskontierung
6
Dynamic investment appraisal
6
Dynamische Investitionsrechnung
6
Financial analysis
6
Finanzanalyse
6
Kapitaleinkommen
6
Time series analysis
6
Volatility
6
Zeitreihenanalyse
6
Börsenkurs
5
Forecasting model
5
Prognoseverfahren
5
Risikoprämie
5
Risk premium
5
Share price
5
Bayesian analysis
4
CAPM
4
Business cycle
3
Economic forecast
3
Konjunktur
3
Panel
3
Panel study
3
Sampling
3
Stichprobenerhebung
3
Welt
3
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Timmermann, Allan
Carriero, Andrea
23
Clark, Todd E.
20
Marcellino, Massimiliano
19
Chan, Joshua
18
Martin, Gael M.
13
Rodriguez, Gabriel
13
Eisenstat, Eric
10
Forbes, Catherine Scipione
10
Mertens, Elmar
10
Poon, Aubrey
10
Maneesoonthorn, Worapree
9
Cross, Jamie
8
Koop, Gary
8
Mumtaz, Haroon
8
Nakajima, Jouchi
8
Yu, Jun
8
Asai, Manabu
7
Hou, Chenghan
7
Jensen, Mark J.
7
Maheu, John M.
7
McAleer, Michael
7
Österholm, Pär
7
Bos, Charles S.
6
Chib, Siddhartha
6
Guidolin, Massimo
6
Karlsson, Sune
6
Meyer, Renate
6
Strachan, Rodney W.
6
Zhang, Bo
6
Ardia, David
5
Chan, Joshua C. C.
5
Chiu, Ching Wai Jeremy
5
Christiansen, Charlotte
5
Del Negro, Marco
5
Fičura, Milan
5
Hautsch, Nikolaus
5
Iseringhausen, Martin
5
Kim, Chang-jin
5
Pajor, Anna
5
more ...
less ...
Published in...
All
Working papers / Brandeis University, Department of Economics and International Business School
2
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Journal of econometrics
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
Saved in:
6
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->