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Volatility
Bayesian approach
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Bayes-Statistik
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20
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Kocięcki, Andrzej
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Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
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Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Zakaria, Firano
;
Benbachir, Anass
- In:
Journal of modelling in management
18
(
2023
)
5
,
pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
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2
On the Bayesian risk evaluation of minimum guarantees in variable annuities
Byoung Hark Yoo
;
Ko, Bangwon
;
Kwon, Hyuk-Sung
- In:
Asia-Pacific journal of risk and insurance : APJRI
10
(
2016
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011410497
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3
Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri
;
Prasert Chaitip
- In:
International journal of trade and global markets
10
(
2017
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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4
Bayesian SVLEDEJ model for detecting jumps in logarithmic growth rates of one month forward gas contract prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
8
(
2016
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10011634897
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5
The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
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6
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
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7
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławsk, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013193414
Saved in:
8
Modeling the daily volatility of oil gold dollar bitcoin and Iranian stock markets : an empirical application of a nonlinear space state model
Taleblou, Reza
;
Mohajeri, Parisa
- In:
Iranian economic review : journal of University of Tehran
27
(
2023
)
3
,
pp. 1033-1063
Persistent link: https://www.econbiz.de/10015400866
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