Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

E-ISSN： 1467-985x|178|4|837-862

ISSN： 0964-1998

Source： JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Vol.178, Iss.4, 2015-10, pp. : 837-862

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model

By Fuchs Florian Stelzer Robert

ESAIM: Probability and Statistics, Vol. 17, Iss. issue, 2013-06 ,pp. : 455-471

Edp Sciences

Access to resources Recommend Favorite

Filtering of a Multi-Dimension Stochastic Volatility Model

By Luo Shangzhen

Stochastic Analysis and Applications, Vol. 29, Iss. 3, 2011-05 ,pp. : 407-423

Taylor & Francis Ltd

Access to resources Recommend Favorite

On Optimal Cash Management under a Stochastic Volatility Model

East Asian Journal on Applied Mathematics, Vol. 3, Iss. 2, 2013-05 ,pp. : 81-92

Cambridge University Press

Access to resources Recommend Favorite

A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized Volatility

By Solgi Reza Mira Antonietta

Journal of Computational and Graphical Statistics, Vol. 22, Iss. 3, 2013-07 ,pp. : 558-583

Taylor & Francis Ltd

Access to resources Recommend Favorite

A regional Bayesian POT model for flood frequency analysis

By Ribatet Mathieu Sauquet Eric Grésillon Jean-Michel Ouarda Taha

Stochastic Environmental Research and Risk Assessment, Vol. 21, Iss. 4, 2007-04 ,pp. : 327-339

Springer Publishing Company

Access to resources Recommend Favorite