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Search: subject:"Conditional autoregressive"
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Conditional autoregressive Wishart model
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Golosnoy, Vasyl
4
Gribisch, Bastian
4
Liesenfeld, Roman
4
Schach, Ulrike
3
Bauwens, Luc
2
Chlebus, Marcin
2
Gibbs, Zoe
2
Groendyke, Chris
2
Hartman, Brian
2
Kok Haur Ng
2
Peiris, Shelton
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Richardson, Robert
2
Sun, Dongchu
2
Allen, David E.
1
Argiento, Raffaele
1
Asai, Manabu
1
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1
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1
Buczyński, Mateusz
1
Cai, Zongwu
1
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1
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1
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1
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1
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1
Han, Yang
1
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1
Heo, Tae-Young
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Hu, Shichao
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Hwang, Beom Seuk
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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1
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Journal of risk
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of risk model validation
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of the Institute of Statistical Mathematics
1
Borradores de economía
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1
Hitotsubashi journal of economics
1
International journal of forecasting
1
International journal of strategic property management
1
International review of economics & finance : IREF
1
Journal of International Money and Finance
1
Journal of Productivity Analysis
1
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1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Journal of international money and finance
1
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Letters in spatial and resource sciences : LSRS
1
Risks
1
Risks : open access journal
1
Statistica
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Statistical Papers / Springer
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical Report
1
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
25
RePEc
9
EconStor
3
BASE
2
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1
Spatiotemporal patterns and prediction of multi-region house prices via functional mixed effects model
Chen, Yilin
;
Zheng, Haitao
- In:
International journal of strategic property management
29
(
2025
)
2
,
pp. 102-113
Persistent link: https://www.econbiz.de/10015445808
Saved in:
2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
3
Asymmetric models for realized covariances
Bauwens, Luc
;
Dzuverovic, Emilija
;
Hafner, Christian M.
-
2024
Persistent link: https://www.econbiz.de/10015072281
Saved in:
4
Do spatial characteristics affect housing prices in Korea? : evidence from Bayesian spatial models
Kwon, Heeeun
;
Hwang, Beom Seuk
- In:
Hitotsubashi journal of economics
64
(
2023
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10015407397
Saved in:
5
Assessing tail risk via a generalized
conditional
autoregressive
expectile model
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10015339822
Saved in:
6
Modeling county-level spatio-temporal mortality rates using dynamic linear models
Gibbs, Zoe
;
Groendyke, Chris
;
Hartman, Brian
; …
- In:
Risks : open access journal
8
(
2020
)
4/117
,
pp. 1-15
conditional
auto-regressive
(CAR) priors. We show that these priors, commonly used for areal data, are appropriate for modeling …
Persistent link: https://www.econbiz.de/10012390447
Saved in:
7
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Berloco, Claudia
;
Argiento, Raffaele
;
Montagna, Silvia
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1065-1077
Persistent link: https://www.econbiz.de/10014465243
Saved in:
8
Modeling county-level spatio-temporal mortality rates using dynamic linear models
Gibbs, Zoe
;
Groendyke, Chris
;
Hartman, Brian
; …
- In:
Risks
8
(
2020
)
4
,
pp. 1-15
conditional
auto-regressive
(CAR) priors. We show that these priors, commonly used for areal data, are appropriate for modeling …
Persistent link: https://www.econbiz.de/10013200650
Saved in:
9
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
10
New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
Usman, Farha
;
Chan, Jennifer S. K.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 877-920
Persistent link: https://www.econbiz.de/10013426666
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