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~person:"Marcellino, Massimiliano"
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Search: subject_exact:"Stochastic volatility model"
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Bayes-Statistik
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Bayesian inference
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Forecasting model
4
Prognoseverfahren
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Stochastic volatility
4
Stochastische Volatilität
4
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VAR model
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Marcellino, Massimiliano
McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
Koopman, Siem Jan
11
Jungbacker, Borus
10
McCracken, Michael W.
8
Mertens, Elmar
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Chang, Chia-Lin
7
Diebold, Francis X.
7
Kobayashi, Masahito
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Schorfheide, Frank
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Shin, Minchul
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Aastveit, Knut Are
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Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Peiris, Shelton
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Neto, David
5
Sardy, Sylvain
5
Xu, Dinghai
5
Chen, Jinghui
4
Hol, Eugenie
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Kang, Boda
4
Spokoiny, Vladimir G.
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Takahashi, Akihiko
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Chiba, Masaru
3
Doppelhofer, Gernot
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Feldkircher, Martin
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Herwartz, Helmut
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Jungbacker, B.
3
Klüppelberg, Claudia
3
Koopman, S.J.
3
Lindner, Alexander M.
3
Onorante, Luca
3
Reif, Magnus
3
Aas, Kjersti
2
Aboura, Sofiane
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Alòs, Elisa
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ECONIS (ZBW)
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010403081
Saved in:
2
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010406729
Saved in:
3
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
4
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
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