Narrow search
Showing 1 - 10 of 14
Cover Image
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Cover Image
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
Cover Image
A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.; Hsiao, Cody Yu-Ling; Fry-McKibbin, … - 2013
Persistent link: https://www.econbiz.de/10009744179
Cover Image
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - In: Economics letters 131 (2015), pp. 29-33
Persistent link: https://www.econbiz.de/10011422529
Cover Image
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10011341989
Cover Image
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342444
Cover Image
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua; Grant, Angelia L. - In: Energy economics 54 (2016), pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Cover Image
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150
Cover Image
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua; Grant, Angelia L. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Cover Image
A Bayesian model comparison for trend-cycle decompositions of output
Grant, Angelia L.; Chan, Joshua - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 525-552
Persistent link: https://www.econbiz.de/10011708075