//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Robert, Christian P."
~person:"Forbes, Catherine Scipione"
~person:"Scaillet, Olivier"
~source:"econis"
~type_genre:"Arbeitspapier"
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
Search: subject_exact:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
35
Monte-Carlo-Simulation
35
Theorie
22
Theory
22
Markov chain
16
Markov-Kette
16
Bayes-Statistik
15
Bayesian inference
15
Volatility
11
Volatilität
11
Börsenkurs
9
Share price
9
Sampling
8
Stichprobenerhebung
8
Estimation theory
7
Schätztheorie
7
State space model
7
Zustandsraummodell
7
Stochastic process
6
Stochastischer Prozess
6
Bayesian Markov chain Monte Carlo
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Capital income
4
Forecasting model
4
Hawkes process
4
Kapitaleinkommen
4
Prognoseverfahren
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Dynamic price and volatility jumps
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
Simulation
3
more ...
less ...
Online availability
All
Free
18
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Amtsdruckschrift
10
Government document
10
Article in journal
6
Aufsatz in Zeitschrift
6
Forschungsbericht
1
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
35
Author
All
Robert, Christian P.
Forbes, Catherine Scipione
Scaillet, Olivier
Dijk, Herman K. van
36
Koopman, Siem Jan
29
Kapetanios, George
22
Pesaran, M. Hashem
21
Reed, W. Robert
21
McAleer, Michael
19
Joshi, Mark S.
15
Dufour, Jean-Marie
13
Hoogerheide, Lennart
13
Martin, Gael M.
13
Zhang, Xibin
12
Dijk, Dick van
11
Frühwirth-Schnatter, Sylvia
11
Bos, Charles S.
10
Caporale, Guglielmo Maria
10
Chiarella, Carl
10
Lang, Stefan
10
Schorfheide, Frank
10
Strachan, Rodney W.
10
Weber, Andrea
10
Westerlund, Joakim
10
Asai, Manabu
9
Casarin, Roberto
9
Gil-Alaña, Luis A.
9
Herbst, Edward P.
9
Huber, Martin
9
Kleijnen, Jack P. C.
9
Kneib, Thomas
9
Lucas, André
9
Nason, James Michael
9
Ravazzolo, Francesco
9
Berg, Gerard J. van den
8
Chernozhukov, Victor
8
Kitagawa, Toru
8
Korobilis, Dimitris
8
Kurozumi, Eiji
8
Lechner, Michael
8
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Documents de travail / THEMA
1
FAME research paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
3
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
4
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
5
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
6
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
7
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
9
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->