Search Results - subject:"time‐varying parameter"

Korobilis, Dimitris; Yılmaz, Kamil - 2018

We estimate a large Bayesian time-varying parameter vector autoregressive (TVP-VAR) model of daily stock return …

Persistent link: https://www.econbiz.de/10011778195

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-18

approach and estimate a time-varying parameter model to investigate the dynamic impact of forward guidance (FG) and large …

Persistent link: https://www.econbiz.de/10013201113

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18

approach and estimate a time-varying parameter model to investigate the dynamic impact of forward guidance (FG) and large …

Persistent link: https://www.econbiz.de/10012628426

Hwang, So Jung; Suh, Hyunduk - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 2, pp. 591-609

Persistent link: https://www.econbiz.de/10012423822

Wu, Chenguang; Cao, Zheng; Wen, Long; Song, Haiyan - In: Journal of hospitality & tourism research : JHTR ; the … 45 (2021) 1, pp. 28-51

Persistent link: https://www.econbiz.de/10012426086

Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683

Persistent link: https://www.econbiz.de/10012588006

Zobl, Franz Xaver; Ertl, Martin - In: Open economies review 32 (2021) 4, pp. 671-699

Persistent link: https://www.econbiz.de/10012659035

Dar, Ather Hassan; Mathur, Somesh K.; Mishra, Sila - In: Journal of quantitative economics 19 (2021) 4, pp. 653-701

Persistent link: https://www.econbiz.de/10012663907

Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - In: Journal of economic dynamics & control 127 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012668940

Wan, Shui Ki; Hsiao, Cheng; Zhou, Qiankun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10012488899

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