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subject:"Markov chain"
~person:"Forbes, Catherine Scipione"
~subject:"Geldpolitik"
~type:"book"
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Search: subject_exact:"Metropolis-Hastings algorithm"
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Markov chain
Geldpolitik
Bayes-Statistik
21
Bayesian inference
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Markov-Kette
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Theorie
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Nichtparametrisches Verfahren
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Forbes, Catherine Scipione
Casarin, Roberto
26
Billio, Monica
16
Ravazzolo, Francesco
16
Dijk, Herman K. van
14
Dufays, Arnaud
11
Kaufmann, Sylvia
11
Paap, Richard
11
Baumeister, Christiane
10
Hamilton, James D.
10
Bauwens, Luc
9
Kohn, Robert
9
Martin, Gael M.
9
Walentin, Karl
9
Christiano, Lawrence J.
8
Leon-Gonzalez, Roberto
8
Amisano, Gianni
7
Dijk, Dick van
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Kneib, Thomas
7
Koop, Gary
7
Nakajima, Jouchi
7
Peters, Gareth
7
Strachan, Rodney W.
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Trabandt, Mathias
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Villani, Mattias
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Vitek, Francis
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Benati, Luca
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Canova, Fabio
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Del Negro, Marco
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Goy, Gavin
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Hoogerheide, Lennart F.
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Ilbas, Pelin
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Korobilis, Dimitris
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Lütkepohl, Helmut
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Maih, Junior
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Otrok, Christopher M.
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Schorfheide, Frank
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Villa, Stefania
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583361
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
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