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~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Volatilität"
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Search: subject:"Markov-Chain Monte Carlo"
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Volatilität
Bayes-Statistik
49
Bayesian inference
49
Volatility
21
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18
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18
Estimation
17
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17
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14
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Akbar, Muhammad
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Anselmo, Peter C.
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Energy economics
International journal of finance & economics : IJFE
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
CAMA working paper series
19
Working paper
15
Econometric reviews
13
International journal of forecasting
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Discussion paper / Tinbergen Institute
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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GRIPS discussion papers
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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Central European journal of economic modelling and econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
2
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
3
Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan : Bayesian econometric analysis
Akbar, Muhammad
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1470-1487
Persistent link: https://www.econbiz.de/10014253415
Saved in:
4
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
5
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
8
The role of oil price uncertainty shocks on oil-exporting countries
Śmiech, Sławomir
;
Papież, Monika
;
Rubaszek, Michał
; …
- In:
Energy economics
93
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012631277
Saved in:
9
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
10
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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