Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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
Multivariate spatial regressio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Bayesian inference
11,251
Bayes-Statistik
11,187
Theorie
5,151
Theory
5,119
Schätzung
2,240
Estimation
2,232
Prognoseverfahren
1,837
Forecasting model
1,830
VAR-Modell
1,588
VAR model
1,585
Schätztheorie
1,518
Estimation theory
1,515
Markov-Kette
1,203
Markov chain
1,200
Zeitreihenanalyse
1,089
Time series analysis
1,080
Monte-Carlo-Simulation
1,024
Monte Carlo simulation
1,023
Dynamisches Gleichgewicht
796
Dynamic equilibrium
791
Schock
733
Shock
730
USA
707
Monetary policy
699
United States
697
Geldpolitik
690
Volatility
685
Stochastischer Prozess
678
Stochastic process
673
Bayesian estimation
630
Regression analysis
582
Regressionsanalyse
582
Game theory
575
Spieltheorie
575
Bayesian
571
DSGE model
560
DSGE-Modell
553
Markov chain Monte Carlo
542
Business cycle
529
more ...
less ...
Online availability
All
Free
337
Undetermined
236
CC license
20
Type of publication
All
Article
377
Book / Working Paper
312
Type of publication (narrower categories)
All
Article in journal
363
Aufsatz in Zeitschrift
363
Graue Literatur
218
Non-commercial literature
218
Working Paper
210
Arbeitspapier
205
Hochschulschrift
10
Aufsatz im Buch
9
Book section
9
Thesis
4
Collection of articles written by one author
3
Sammlung
3
Reprint
2
Bibliografie
1
Collection of articles of several authors
1
Forschungsbericht
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
689
Author
All
Chan, Joshua
29
Rodriguez, Gabriel
18
Marcellino, Massimiliano
17
Carriero, Andrea
16
Clark, Todd E.
16
Martin, Gael M.
13
Mertens, Elmar
11
Nakajima, Jouchi
10
Poon, Aubrey
10
Eisenstat, Eric
9
Forbes, Catherine Scipione
9
Jensen, Mark J.
9
Koop, Gary
9
Maheu, John M.
9
Maneesoonthorn, Worapree
9
Yu, Jun
9
Omori, Yasuhiro
8
Shin, Minchul
8
Österholm, Pär
8
Asai, Manabu
7
Bos, Charles S.
7
Cross, Jamie
7
Guidolin, Massimo
7
Gupta, Rangan
7
Hautsch, Nikolaus
7
Hou, Chenghan
7
Iseringhausen, Martin
7
Karlsson, Sune
7
McAleer, Michael
7
Strachan, Rodney W.
7
Chib, Siddhartha
6
Huber, Florian
6
Kim, Chang-jin
6
Koopman, Siem Jan
6
Meyer, Renate
6
Nason, James Michael
6
Nguyen, Hoang
6
Piger, Jeremy Max
6
Ravazzolo, Francesco
6
Schorfheide, Frank
6
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
2
National Bureau of Economic Research
2
University of Chicago / Graduate School of Business
2
Nuffield College
1
Westfälische Wilhelms-Universität Münster
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of econometrics
21
CAMA working paper series
20
Energy economics
15
International journal of forecasting
15
Working paper
15
Discussion paper / Tinbergen Institute
14
Journal of forecasting
13
Econometric reviews
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Computational economics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
CAMA Working Paper
8
Documento de trabajo
8
Econometrics : open access journal
8
Economics letters
8
Finance research letters
8
Journal of applied econometrics
8
Journal of empirical finance
8
Discussion paper
7
Economic modelling
7
Journal of economic dynamics & control
7
Federal Reserve Bank of Cleveland working paper series
6
International journal of finance & economics : IJFE
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Central European journal of economic modelling and econometrics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
GRIPS discussion papers
5
Macroeconomic dynamics
5
Working papers
5
Discussion papers / CEPR
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Quantitative finance and economics
4
Research in international business and finance
4
SFB 649 discussion paper
4
Serie de documentos de trabajo
4
The econometrics journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
684
EconStor
5
Showing
1
-
10
of
689
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Methods for estimating discrete-time stochastic volatility models
Liu, Xiaobin
- In:
Financial econometrics : theory and applications
,
(pp. 271-305)
.
2025
Persistent link: https://www.econbiz.de/10015426500
Saved in:
2
Efficient
Bayesian
inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
3
Efficient
Bayesian
inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Taming volatile high frequency data with long lag structure : an optimal filtering approach for forecasting
Drechsel, Dirk
;
Neuwirth, Stefan
-
2016
-
Preliminary version
We propose a
Bayesian
optimal filtering setup for improving out-of-sample forecasting performance when using volatile …
Persistent link: https://www.econbiz.de/10011490594
Saved in:
8
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2018
-
Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
Saved in:
9
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
10
Bayesian
multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian
;
Groendyke, Chris
;
Engler, David
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012195031
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
