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~source:"econis"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Advances in National Brand and Private Label Marketing : 10th International Conference, 2023
1
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Econometric analysis of financial and economic time series ; part a
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Emerging markets and the global economy
1
Essays on empirical macro-finance
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Forecasting volatility in the financial markets
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Numerical methods in finance
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Rechnungslegung nach internationalen Grundsätzen
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Stock returns : cyclicity, prediction and economic consequences
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Modeling heterogeneity in choice models, household level vs. intra-household heterogeneity in reference price effects : should national brands care?
Pahwa, Parneet
;
Kumar, Nanda
;
Murthi, B. P. S.
- In:
Advances in National Brand and Private Label Marketing …
,
(pp. 3-12)
.
2023
Persistent link: https://www.econbiz.de/10014289817
Saved in:
2
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
3
A reassessment of the finance & growth nexus using Monte Carlo evidence
Franz, Thorsten
- In:
Essays on empirical macro-finance
,
(pp. 86-123)
.
2018
Persistent link: https://www.econbiz.de/10012169601
Saved in:
4
Credit risk measurement using VaR methodology
Valaskova, Katarina
;
Siekelova, Anna
;
Weissova, Ivana
- In:
Advances in applied economic research : proceedings of …
,
(pp. 289-302)
.
2017
Persistent link: https://www.econbiz.de/10011744130
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5
Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Jackson, Laura E.
;
Kose, M. Ayhan
;
Otrok, Christopher M.
; …
- In:
Dynamic factor models
,
(pp. 361-400)
.
2016
Persistent link: https://www.econbiz.de/10011448672
Saved in:
6
Developed and emerging equity market tail risk : is it constant?
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Emerging markets and the global economy
,
(pp. 241-270)
.
2014
Persistent link: https://www.econbiz.de/10010434652
Saved in:
7
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
8
Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 361-393)
.
2013
Persistent link: https://www.econbiz.de/10010252319
Saved in:
9
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
10
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
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