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subject:"Markov chain"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Metropolis-Hastings algorithm"
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Markov chain
Stochastischer Prozess
Bayes-Statistik
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Chakravarty, Sugato
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Journal of empirical finance
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
European journal of operational research : EJOR
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Econometric reviews
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Journal of applied econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of production research
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Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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Astin bulletin : the journal of the International Actuarial Association
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The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
2
Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao
- In:
Journal of empirical finance
53
(
2019
),
pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
Saved in:
3
An infinite hidden Markov model for short-term interest rates
Maheu, John M.
;
Yang, Qiao
- In:
Journal of empirical finance
38
(
2016
),
pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
Saved in:
4
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
5
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
;
Li, Kai
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 355-371
Persistent link: https://www.econbiz.de/10001752108
Saved in:
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