//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markov-Chain Monte Carlo"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bayes-Statistik
212
Bayesian inference
212
Theorie
103
Theory
103
Estimation theory
59
Schätztheorie
59
Forecasting model
47
Prognoseverfahren
47
Estimation
44
Markov chain
44
Markov-Kette
44
Schätzung
44
Time series analysis
42
Zeitreihenanalyse
42
Volatility
40
Monte Carlo simulation
39
Monte-Carlo-Simulation
39
VAR model
37
VAR-Modell
37
Stochastic process
30
Stochastischer Prozess
30
Modellierung
25
Scientific modelling
25
Regression analysis
24
Regressionsanalyse
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
State space model
21
Zustandsraummodell
21
Oil price
14
Statistical distribution
14
Statistische Verteilung
14
Ölpreis
14
Markov chain Monte Carlo
13
ARCH model
12
ARCH-Modell
12
Bayesian estimation
11
Model averaging
11
Stochastic volatility
11
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Carriero, Andrea
3
Clark, Todd E.
3
Marcellino, Massimiliano
3
Chan, Joshua
2
Jensen, Mark J.
2
Maheu, John M.
2
Petrova, Katerina
2
Ahsan, Nazmul
1
Ausín, M. Concepción
1
Barone-Adesi, Giovanni
1
Bastianin, Andrea
1
Baum, Christopher F.
1
Billio, Monica
1
Bognanni, Mark
1
Casarin, Roberto
1
Chen, Liyuan
1
Chib, Siddhartha
1
Creal, Drew
1
Cross, Jamie
1
Czudaj, Robert
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Drachal, Krzysztof
1
Dufour, Jean-Marie
1
Fernández-Villaverde, Jesús
1
Forbes, Catherine Scipione
1
Fulop, Andras
1
Fusari, Nicola
1
Galeano, Pedro
1
Gallant, A. Ronald
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Grant, Angelia L.
1
Grose, Simone D.
1
Guerrón-Quintana, Pablo A.
1
Hou, Chenghan
1
Ignatieva, Ekaterina
1
Kastner, Gregor
1
Kohn, Robert
1
Koop, Gary
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
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
13
Discussion paper / Tinbergen Institute
12
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of applied econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Documento de trabajo
8
Economic modelling
8
Computational economics
7
Economics letters
7
Applied economics
6
CAMA Working Paper
6
Discussion paper
6
Discussion papers / CEPR
6
Econometrics : open access journal
6
Federal Reserve Bank of Cleveland working paper series
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Applied economics letters
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance research letters
5
GRIPS discussion papers
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Macroeconomic dynamics
5
Central European journal of economic modelling and econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research in international business and finance
4
SFB 649 discussion paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
The econometrics journal
4
The journal of futures markets
4
Working papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
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:
5
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->