//--> //--> //-->
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
subject:"Markov chain"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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:"Brownian bridge"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Stochastic process
40
Stochastischer Prozess
40
Theorie
21
Theory
21
Time series analysis
20
Zeitreihenanalyse
20
Volatility
17
Volatilität
17
Bayes-Statistik
10
Bayesian inference
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Markov-Kette
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
State space model
9
Zustandsraummodell
9
Forecasting model
7
Prognoseverfahren
7
Börsenkurs
6
Share price
6
Bayesian Markov chain Monte Carlo
5
Option pricing theory
5
Optionspreistheorie
5
Estimation theory
4
Hawkes process
4
Modellierung
4
Schätztheorie
4
Scientific modelling
4
CAPM
3
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
Nonparametric jump measures
3
Price jump tests
3
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Forschungsbericht
1
Language
All
English
8
Author
All
Forbes, Catherine Scipione
6
Martin, Gael M.
6
Maneesoonthorn, Worapree
5
Zhang, Xibin
2
King, Maxwell L.
1
Strickland, Chris
1
Tse, Yiu Kuen
1
Yu, Jun
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Finance and stochastics
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
International journal of production research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
The journal of computational finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
6
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
7
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
8
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722409
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->