//--> //--> //--> //-->
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:"Volatility"
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
A Markov-Chain Sampling Algori...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Bayesian inference
11,787
Bayes-Statistik
11,235
Theorie
5,375
Theory
5,338
Schätzung
2,563
Estimation
2,557
GARCH
2,507
Prognoseverfahren
2,064
Forecasting model
2,047
Schätztheorie
1,672
Estimation theory
1,668
VAR-Modell
1,606
VAR model
1,603
Volatilität
1,423
Zeitreihenanalyse
1,378
Time series analysis
1,369
ARCH-Modell
1,323
ARCH model
1,280
Markov-Kette
1,146
Markov chain
1,143
Monte Carlo simulation
944
Monte-Carlo-Simulation
934
Dynamisches Gleichgewicht
801
Dynamic equilibrium
797
USA
769
United States
757
Schock
751
Shock
750
Monetary policy
738
Geldpolitik
727
Stochastischer Prozess
695
Stochastic process
691
Bayesian estimation
609
Regression analysis
603
Regressionsanalyse
603
Risk
588
Risiko
585
Game theory
578
Spieltheorie
578
more ...
less ...
Online availability
All
Undetermined
616
Free
590
CC license
70
Type of publication
All
Article
1,070
Book / Working Paper
433
Other
1
Type of publication (narrower categories)
All
Article in journal
990
Aufsatz in Zeitschrift
990
Graue Literatur
275
Non-commercial literature
275
Working Paper
264
Arbeitspapier
257
Hochschulschrift
22
Aufsatz im Buch
17
Book section
17
Thesis
12
research-article
8
Article
7
Conference paper
6
Konferenzbeitrag
6
Collection of articles written by one author
4
Sammlung
4
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Conference Paper
1
Forschungsbericht
1
Lehrbuch
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,422
Undetermined
71
German
9
French
1
Italian
1
Portuguese
1
Author
All
Chan, Joshua
30
Clark, Todd E.
19
Gupta, Rangan
19
Rodriguez, Gabriel
18
Marcellino, Massimiliano
17
Carriero, Andrea
16
Martin, Gael M.
14
McAleer, Michael
14
Malik, Farooq
12
Mertens, Elmar
11
Nakajima, Jouchi
10
Poon, Aubrey
10
Österholm, Pär
10
Eisenstat, Eric
9
Forbes, Catherine Scipione
9
Koop, Gary
9
Maheu, John M.
9
Maneesoonthorn, Worapree
9
Ravazzolo, Francesco
9
Asai, Manabu
8
Shin, Minchul
8
Strachan, Rodney W.
8
Walther, Thomas
8
Yu, Jun
8
Bouri, Elie
7
Cross, Jamie
7
Diebold, Francis X.
7
Guidolin, Massimo
7
Hou, Chenghan
7
Iseringhausen, Martin
7
Jensen, Mark J.
7
Karali, Berna
7
Klein, Tony
7
Koopman, Siem Jan
7
Nguyen, Hoang
7
Tiwari, Aviral Kumar
7
Bos, Charles S.
6
Chevallier, Julien
6
Chib, Siddhartha
6
Christiansen, Charlotte
6
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Federal Reserve Bank of St. Louis
2
National Bureau of Economic Research
2
University of Chicago / Graduate School of Business
2
Université Paris-Dauphine (Paris IX)
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Oxford University
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Economics Group, Nuffield College, University of Oxford
1
Erasmus University Rotterdam, Econometric Institute
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
HAL
1
Institute of Economic Research, Kyoto University
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien (IAMO)
1
London School of Economics (LSE)
1
National Centre for Econometric Research (NCER)
1
Nuffield College
1
School of Economics and Management, University of Aarhus
1
School of Economics, Universiteit Utrecht
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine
1
Westfälische Wilhelms-Universität Münster
1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
eSocialSciences
1
more ...
less ...
Published in...
All
Energy economics
33
Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Applied economics
23
Finance research letters
22
CAMA working paper series
19
Economics letters
19
Journal of risk and financial management : JRFM
18
MPRA Paper
18
International journal of forecasting
17
Journal of forecasting
17
Discussion paper / Tinbergen Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working paper
16
Econometrics : open access journal
15
Research in international business and finance
15
Economic modelling
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Econometric reviews
13
International review of economics & finance : IREF
12
Journal of empirical finance
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Computational economics
11
International journal of economics and finance
10
Journal of applied econometrics
10
Journal of banking & finance
10
Working papers
10
Discussion paper
9
International journal of finance & economics : IJFE
9
International review of financial analysis
9
CAMA Working Paper
8
Cogent economics & finance
8
Documento de trabajo
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Risks : open access journal
8
Applied economics letters
7
Federal Reserve Bank of Cleveland working paper series
7
Financial innovation : FIN
7
Journal of economic dynamics & control
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,393
RePEc
87
EconStor
15
Other ZBW resources
8
BASE
1
Showing
1
-
10
of
1,504
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2001
methods. The effects ofseveral modelcharacteristics (unit roots,
GARCH
, stochastic volatility, heavy taileddisturbance …
Persistent link: https://www.econbiz.de/10011313921
Saved in:
2
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
methods. The effects of several model characteristics(unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10011302131
Saved in:
3
New volatility models under a Bayesian perspective : a case study
Cuervo, Edilberto Cepeda
;
Achcar, Jorge Alberto
; …
- In:
Economia aplicada : EA
18
(
2014
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10011449738
Saved in:
4
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
5
Markov switching
GARCH
models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
6
Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Sigauke, Casto
- In:
Economics, management and financial markets
11
(
2016
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011868092
Saved in:
7
Markov switching
GARCH
models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
8
Modeling the volatility of returns on commodities: an application and empirical comparison of
GARCH
and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
9
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
10
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with
GARCH
approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
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...
//-->