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1Academic Journal
المؤلفون: Halilibrahim Gökgöz, Arif Arifoğlu, Tuğrul Kandemir
المصدر: Türkiye İslam İktisadı Dergisi, Vol 11, Iss 2, Pp 59-83 (2024)
مصطلحات موضوعية: portfolio diversification, islamic market volatility index, multivariate stochastic volatility, time- varying correlation, Practical Theology, BV1-5099, Economics as a science, HB71-74
وصف الملف: electronic resource
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2Academic Journal
المصدر: Econometrics, Vol 12, Iss 1, p 5 (2024)
مصطلحات موضوعية: multivariate stochastic volatility, integrated nested laplace approximations, Bayesian methods, computational efficiency, Economics as a science, HB71-74
Relation: https://www.mdpi.com/2225-1146/12/1/5; https://doaj.org/toc/2225-1146; https://doaj.org/article/77c908b72a744572998e8f4de3524972
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3Academic Journal
المؤلفون: Qizhi He, Mati ur Rahman, Cuihua Xie
المصدر: Applied Mathematics in Science and Engineering, Vol 31, Iss 1 (2023)
مصطلحات موضوعية: forward-looking policy, multivariate stochastic volatility model, optimization mechanisms, decision-making, data-driven, Mathematics, QA1-939, Engineering (General). Civil engineering (General), TA1-2040
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2769-0911
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4Academic Journal
المؤلفون: Szczepocki, Piotr
المصدر: Uniwersytet Ekonomiczny we Wrocławiu
مصطلحات موضوعية: multivariate stochastic volatility, iterated filtering, particle filters, Cholesky Multivariate Stochastic Volatility, wielowymiarowe modele stochastycznej zmienności, iterowana filtracja, filtry cząsteczkowe
Relation: Econometrics = Ekonometria, 2023, Vol. 27, No. 4; oai:dbc.wroc.pl:publication:164836; https://dbc.wroc.pl/dlibra/publication/edition/126041/content; oai:dbc.wroc.pl:126041
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5Academic Journal
المؤلفون: CHEN, Han, FEI, Yijie, Jun YU
المصدر: Research Collection School Of Economics
مصطلحات موضوعية: Multivariate stochastic volatility, Dynamic correlation, Leverage effect, particle filter, Markov chain Monte Carlo, Econometrics
وصف الملف: application/pdf
Relation: https://ink.library.smu.edu.sg/soe_research/2683; https://ink.library.smu.edu.sg/context/soe_research/article/3682/viewcontent/MSVFisher14b.pdf
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6Academic Journal
المؤلفون: Yaqi Wu, Chen Zhang, Yu Yang, Xianzi Yang, Po Yun, Wei Cao
المصدر: IEEE Access, Vol 8, Pp 62322-62333 (2020)
مصطلحات موضوعية: Clean development mechanism, CER carbon futures market, multivariate stochastic volatility, dynamic correlation, volatility spillover, Electrical engineering. Electronics. Nuclear engineering, TK1-9971
وصف الملف: electronic resource
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7Conference
المؤلفون: Hartwig, Benny
مصطلحات موضوعية: ddc:330, C11, C32, E32, E52, Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics; gbv-ppn:1747371033; http://hdl.handle.net/10419/224528; RePEc:zbw:vfsc20:224528
الاتاحة: http://hdl.handle.net/10419/224528
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8Academic Journal
المؤلفون: Talih, Makram, Hengartner, Nicolas
المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2005 Jan 01. 67(3), 321-341.
URL الوصول: https://www.jstor.org/stable/3647663
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9Academic Journal
المؤلفون: Aguilar, Omar, West, Mike
المصدر: Journal of Business & Economic Statistics, 2000 Jul 01. 18(3), 338-357.
URL الوصول: https://www.jstor.org/stable/1392266
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10Academic Journal
المؤلفون: FEI, Yijie
المصدر: Dissertations and Theses Collection (Open Access)
مصطلحات موضوعية: Autoregressive model, Predictive regressions, Nonstationarity, Structural Breaks, Spurious regressions, Multivariate stochastic volatility, Markov Chain Monte Carlo, Particle filter, Econometrics
وصف الملف: application/pdf
Relation: https://ink.library.smu.edu.sg/etd_coll/294; https://ink.library.smu.edu.sg/context/etd_coll/article/1294/viewcontent/Main.pdf
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11Dissertation/ Thesis
المؤلفون: Moura, Rodolfo Chiabai
Thesis Advisors: Laurini, Marcio Poletti
مصطلحات موضوعية: Bayesian estimation, Common factor, Estimação Bayesiana, Fator comum, Jumps, Multivariate stochastic volatility, Saltos, Volatilidade estocástica multivariada
وصف الملف: application/pdf
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12Report
المؤلفون: Hartwig, Benny
مصطلحات موضوعية: ddc:330, C11, C32, E32, E52, Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR
Relation: Series: Deutsche Bundesbank Discussion Paper; No. 34/2020; urn:isbn:978-3-95729-730-3; gbv-ppn:1725507773; http://hdl.handle.net/10419/222542; RePEc:zbw:bubdps:342020
الاتاحة: http://hdl.handle.net/10419/222542
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13Academic Journal
المؤلفون: Agasa, Lameck, Shitandi, Anakalo
مصطلحات موضوعية: Bayesian analysis, Multivariate Stochastic Volatility models
وصف الملف: application/pdf
Relation: http://hdl.handle.net/11071/11872
الاتاحة: http://hdl.handle.net/11071/11872
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14Academic Journal
المؤلفون: Agasa, Lameck, Ombasa, Kiame
مصطلحات موضوعية: Multivariate Stochastic Volatility (MSV), State space models
وصف الملف: application/pdf
Relation: http://hdl.handle.net/11071/11816
الاتاحة: http://hdl.handle.net/11071/11816
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15Academic Journal
المؤلفون: Eratalay, M. Hakan
مصطلحات موضوعية: ddc:330, C32, C51, C58, Multivariate Stochastic Volatility, Estimation, Constant Correlations, Time Varying Correlations, Leverage
Relation: Journal: International Econometric Review (IER); Volume: 8; Year: 2016; Issue: 2; Pages: 19-52; Ankara: Econometric Research Association (ERA); http://hdl.handle.net/10419/238820; RePEc:erh:journl:v:8:y:2016:i:2:p:19-52
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16Academic Journal
المؤلفون: M. Hakan Eratalay
المصدر: International Econometric Review, Vol 8, Iss 2, Pp 19-52 (2016)
مصطلحات موضوعية: Multivariate Stochastic Volatility, Estimation, Constant Correlations, Time Varying Correlations, Leverage, Economic theory. Demography, HB1-3840, Economics as a science, HB71-74
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17
المؤلفون: Poignard, Benjamin, Asai, Manabu
المصدر: Discussion Papers In Economics And Business. :1-46
مصطلحات موضوعية: Oracle Property, Penalised M-estimation, Multivariate Stochastic Volatility, Forecasting
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18Conference
المؤلفون: Gribisch, Bastian, Liesenfeld, Roman
مصطلحات موضوعية: ddc:330, C11, C15, C32, Markov Switching, MCMC, Multivariate Stochastic Volatility, Particle Filter, Volatility Spillovers
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis; No. B6-V2; gbv-ppn:655491023; http://hdl.handle.net/10419/37511
الاتاحة: http://hdl.handle.net/10419/37511
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19Academic Journal
المؤلفون: Windle, Jesse, Carvalho, Carlos M.
المساهمون: Carvalho, Carlos M.
مصطلحات موضوعية: backward sample, forward filter, realized covariance, stochastic, volatility, multivariate stochastic volatility, wishart, risk, beta, mathematics, interdisciplinary applications, statistics & probability
وصف الملف: application/pdf
Relation: Bayesian Analysis; Windle, Jesse, and Carlos M. Carvalho. "A tractable state-space model for symmetric positive-definite matrices." Bayesian Analysis, Vol. 9, No. 4 (Dec., 2014): 759-792.; http://hdl.handle.net/2152/43326
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20
المؤلفون: Marco Tronzano, Roberto Casarin, Domenico Sartore
المصدر: Journal of Business & Economic Statistics. 36:101-114
مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Contagion, Markov-Switching, Bayesian probability, Settore SECS-P/05 - Econometria, Stochastic Correlation, Exchange Rates, Bayesian inference, symbols.namesake, Exchange rate, 0502 economics and business, Econometrics, Economics, Multivariate Stochastic Volatility, 050207 economics, 050205 econometrics, Bayesian VAR, Stylized fact, Markov chain, 05 social sciences, Markov chain Monte Carlo, Exchange rates, Markov-switching, Multivariate stochastic volatility, Stochastic correlation, Bayesian vector autoregression, Autoregressive model, Settore SECS-S/03 - Statistica Economica, symbols, Statistics, Probability and Uncertainty, Settore SECS-S/01 - Statistica, Social Sciences (miscellaneous)
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