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~subject:"Bayesian model selection"
~subject:"Volatilität"
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Bayesian model selection
Volatilität
model selection
502
Model selection
448
Theorie
240
Theory
215
Modellierung
184
Scientific modelling
174
Prognoseverfahren
166
Forecasting model
154
Schätztheorie
141
Estimation theory
135
Zeitreihenanalyse
124
Time series analysis
119
Model Selection
113
Bayesian inference
88
Bayes-Statistik
86
Estimation
81
Schätzung
77
Forecasting
49
Regression analysis
46
Regressionsanalyse
46
forecasting
44
Autometrics
41
AIC
35
Statistischer Test
35
VAR-Modell
35
VAR model
34
Volatility
34
Nichtparametrisches Verfahren
31
Factor analysis
30
Statistical test
30
Nonparametric statistics
29
Panel
29
Faktorenanalyse
28
Monte Carlo simulation
26
Panel study
26
Data mining
25
Monte-Carlo-Simulation
25
BIC
24
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Free
45
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33
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Article
43
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39
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30
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30
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21
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15
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15
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13
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1
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1
Collection of articles of several authors
1
Government document
1
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1
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1
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1
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English
63
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19
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Proietti, Tommaso
7
Grassi, Stefano
6
Karlsson, Sune
6
Bauer, Michael D.
3
Berger, Tino
3
Consonni, Guido
3
Everaert, Gerdie
3
Freyberger, Joachim
3
Giudici, Paolo
3
Iseringhausen, Martin
3
La Rocca, Luca
3
Neuhierl, Andreas
3
Weber, Michael
3
Österholm, Pär
3
Bodnar, Olha
2
Ciccarelli, Matteo
2
Ericsson, Johan
2
García, Juan Angel
2
Hedtrich, Johannes
2
Henning, Christian H. C. A.
2
Jin, Ding
2
Knaus, Simon D.
2
Kumerow, John
2
Shemyakin, Arkady
2
Vierke, Hauke
2
Wang, Yudong
2
Wifvat, Kathryn
2
Andreou, Panayiotis C.
1
Asai, Manabu
1
Atak, Alev
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Batchelder, William
1
Berger, Helge
1
Bernardi, Mauro
1
Billio, Monica
1
Bradlow, Eric
1
Brandl, Bernd
1
Brazauskas, Vytaras
1
Casarin, Roberto
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
2
School of Economics and Management, University of Aarhus
2
CESifo
1
Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Economics and Econometrics Research Institute (EERI)
1
Erasmus University Rotterdam, Econometric Institute
1
European Central Bank
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
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MPRA Paper
4
CESifo working papers
3
Computational Statistics & Data Analysis
3
Journal of econometrics
3
CREATES Research Papers
2
EERI Research Paper Series
2
Economics letters
2
Energy economics
2
Journal of forecasting
2
Psychometrika
2
Quaderni di Dipartimento
2
SSE/EFI Working Paper Series in Economics and Finance
2
Working Paper
2
Working paper
2
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
CESifo Working Paper
1
CESifo Working Paper Series
1
Cege discussion paper
1
Central European Journal of Operations Research
1
DEM Working Papers Series
1
Department of Economics working paper
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
ECB Working Paper
1
EERI research paper series
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economy <Luxembourg> / Discussion paper
1
Finance and stochastics
1
Handbook of economic forecasting ; Volume 2B
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of quantitative economics
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ECONIS (ZBW)
47
RePEc
26
EconStor
9
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1
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1
A note of caution on the relation between money growth and inflation
Berger, Helge
;
Karlsson, Sune
;
Österholm, Pär
-
2023
time-varying parameter Bayesian VAR models.
Model
selection
based on marginal likelihoods suggests that the relation is …
Persistent link: https://www.econbiz.de/10014252440
Saved in:
2
Measuring stability and structural breaks : applications in social sciences
Loginova, Daria
;
Mann, Stefan
- In:
Journal of economic surveys
37
(
2023
)
2
,
pp. 302-320
Persistent link: https://www.econbiz.de/10014287833
Saved in:
3
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
4
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
5
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
6
Bayesian
Model
Selection
for Small Datasets of Measurement Results
Bodnar, Olha
-
2021
In the Cochrane Database of Systematic Reviews (CDSR) 75% of reported meta-analyses contain five or fewer studies. For a small dataset a reasonable goodness-of-fit test on a statistical model cannot be performed since either it requires a large sample size for the validity of asymptotic...
Persistent link: https://www.econbiz.de/10012654476
Saved in:
7
Bayesian
model
selection
for small datasets of measurement results
Bodnar, Olha
-
2021
Persistent link: https://www.econbiz.de/10012604818
Saved in:
8
Is unemployment hysteretic or structural? : a Bayesian
model
selection
approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
9
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
10
Copula
model
selection
for vehicle component failures based on warranty claims
Wifvat, Kathryn
;
Kumerow, John
;
Shemyakin, Arkady
- In:
Risks
8
(
2020
)
2
,
pp. 1-15
-parameter Archimedean copula models (Clayton, Gumbel-Hougaard, survival copulas) is analyzed, and Bayesian
model
selection
is performed …
Persistent link: https://www.econbiz.de/10013200589
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