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~isPartOf:"Journal of applied econometrics"
~subject:"Markov-Kette"
~subject:"Volatilität"
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Markov-Kette
Volatilität
Bayes-Statistik
87
Bayesian inference
87
Theorie
35
Theory
35
Estimation
30
Schätzung
30
USA
26
United States
26
Markov chain
24
Forecasting model
20
Prognoseverfahren
20
VAR model
20
VAR-Modell
20
Time series analysis
16
Zeitreihenanalyse
16
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Regression analysis
13
Regressionsanalyse
13
Economic growth
12
Estimation theory
12
Schätztheorie
12
Wirtschaftswachstum
12
Modellierung
11
Scientific modelling
11
Volatility
9
Welt
8
World
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Panel
7
Panel study
7
Börsenkurs
6
Geldpolitik
6
Monetary policy
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Share price
6
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Undetermined
11
Free
3
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Article
32
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32
Aufsatz in Zeitschrift
32
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English
32
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Psaradakis, Zacharias G.
3
Sola, Martin
3
Kim, Chang-jin
2
Morley, James C.
2
Piger, Jeremy Max
2
Spagnolo, Fabio
2
Ahelegbey, Daniel Felix
1
Amisano, Gianni
1
Bai, Jushan
1
Billio, Monica
1
Carriero, Andrea
1
Casarin, Roberto
1
Chib, Siddhartha
1
Christiansen, Charlotte
1
Clements, Michael P.
1
Corsello, Francesco
1
Cúrdia, Vasco
1
Davig, Troy
1
Del Negro, Marco
1
Droumaguet, Matthieu
1
Eisenstat, Eric
1
Everaert, Gerdie
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Galvão, Ana Beatriz C.
1
Geweke, John
1
Gospodinov, Nikolaj
1
Goulet Coulombe, Philippe
1
Greenwald, Daniel L.
1
Gustafsson, Oskar
1
Heinen, Florian
1
Hur, Joonyoung
1
Jacobi, Liana
1
Kaufmann, Hendrik
1
Laudicella, Mauro
1
Li Donni, Paolo
1
Liu, Chun
1
Lkhagvasuren, Damba
1
Lütkepohl, Helmut
1
Maheu, John M.
1
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Published in...
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Journal of applied econometrics
European journal of operational research : EJOR
207
Journal of econometrics
135
Economic modelling
88
Operations research letters
85
Discussion paper / Tinbergen Institute
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of economic dynamics & control
75
Mathematics of operations research
74
Mathematical methods of operations research
73
Economics letters
71
Energy economics
69
International journal of theoretical and applied finance
67
Working paper
67
International journal of production research
65
Applied economics
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Operations research
58
Insurance / Mathematics & economics
57
International journal of forecasting
50
International journal of production economics
50
Computational economics
48
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Finance research letters
45
Journal of economic theory
45
Journal of forecasting
44
Applied economics letters
43
Discussion paper / Centre for Economic Policy Research
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Journal of empirical finance
37
Macroeconomic dynamics
37
Risks : open access journal
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Working paper / National Bureau of Economic Research, Inc.
36
Dynamic games and applications : DGA
35
International review of financial analysis
35
CAMA working paper series
33
Econometric reviews
33
Journal of banking & finance
33
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ECONIS (ZBW)
32
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1
The dynamic interdependence in the demand of primary and emergency secondary care : a hidden
Markov
approach
Laudicella, Mauro
;
Li Donni, Paolo
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 521-536
Persistent link: https://www.econbiz.de/10013186697
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
4
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
6
Granger causality and regime inference in
Markov
switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
7
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Saved in:
8
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
9
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
10
Monetary policy and asset prices : a
Markov
‐switching DSGE approach
Hur, Joonyoung
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 965-982
Persistent link: https://www.econbiz.de/10011862297
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