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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Bayes-Statistik"
~subject:"Markov-Kette"
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Search: subject_exact:"Monte-Carlo-Methode"
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Monte Carlo simulation
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Stochastischer Prozess
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Chan, Jennifer S. K.
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Ignatieva, Ekaterina
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of econometrics
54
Discussion paper / Tinbergen Institute
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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International journal of forecasting
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Journal of applied econometrics
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Economics letters
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European journal of operational research : EJOR
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Working papers in economics and statistics
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CAMA working paper series
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Risks : open access journal
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Tinbergen Institute Discussion Paper
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Journal of risk and financial management : JRFM
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Sveriges Riksbank working paper series
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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Working paper series / European Central Bank
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Quantitative economics : QE ; journal of the Econometric Society
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Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
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2
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
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3
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
4
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K.
;
Choy, S. T. Boris
;
Makov, Udi E.
-
2007
Persistent link: https://www.econbiz.de/10003685206
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