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subject:"Markov-Kette"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type:"book"
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Search: subject_exact:"Markov chain"
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Markov-Kette
Markov chain
30
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Bayes-Statistik
15
Bayesian inference
15
Theorie
15
Theory
15
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Börsenkurs
6
Share price
6
Bayesian Markov chain Monte Carlo
5
Estimation theory
5
Schätztheorie
5
State space model
5
Zustandsraummodell
5
Hawkes process
4
CAPM
3
Capital income
3
Dynamic price and volatility jumps
3
Estimation
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Kapitaleinkommen
3
Nonlinear state space model
3
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Stochastic volatility
3
Time series analysis
3
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28
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Forschungsbericht
7
Language
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English
31
Author
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Forbes, Catherine Scipione
11
Martin, Gael M.
11
Zhang, Xibin
10
King, Maxwell L.
7
Gao, Jiti
6
Maneesoonthorn, Worapree
5
Cheng, Tingting
2
Li, Degui
2
Poskitt, Donald Stephen
2
Shami, Roland G.
2
Tjostheim, Dag
2
Akram, Muhammad
1
Athanasopoulos, George
1
Brooks, Robert
1
Cai, Biqing
1
Fenech, Jean-Pierre
1
Frazier, David T.
1
Galagedera, Don U. A.
1
Hong, Han
1
Hu, Shuowen
1
Hyndman, Rob J.
1
Leung, Patrick
1
McCabe, Brendan Peter Martin
1
Panagiotelis, Anastasios
1
Robert, Christian P.
1
Sanford, Andrew D.
1
Shang, Han Lin
1
Strickland, Chris
1
Strickland, Chris M.
1
Tan, Ban Kheng
1
Tjøstheim, Dag
1
Tse, Yiu Kuen
1
Vaz, John
1
Wang, Hong
1
Wright, Jill
1
Yan, Yayi
1
Yu, Jun
1
Zhang, Jing
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
72
Working paper
53
Discussion paper / Centre for Economic Policy Research
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Working paper / National Bureau of Economic Research, Inc.
35
Working papers
30
NBER Working Paper
27
CESifo working papers
25
NBER working paper series
25
Discussion paper
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
SSE EFI working paper series in economics and finance
19
Working paper series / European Central Bank
18
CAMA working paper series
15
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
15
Econometric Institute research papers
15
SFB 649 discussion paper
15
SpringerLink / Bücher
14
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
14
Working papers / Federal Reserve Bank of Atlanta
13
Discussion paper series / Harvard Institute of Economic Research
12
Discussion paper series / IZA
12
EUI working paper / ECO
12
Sveriges Riksbank working paper series
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economics working paper
11
CORE discussion papers : DP
10
CREATES research paper
10
Finance and economics discussion series
10
Kiel working paper
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working paper series
10
Working papers / TSE : WP
10
Working papers in economics and statistics
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working papers / Penn Institute for Economic Research
9
Working papers in economics
9
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ECONIS (ZBW)
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1
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:
2
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
3
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:
4
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:
5
Bayesian inference for a 1-factor copula model
Tan, Ban Kheng
;
Panagiotelis, Anastasios
; …
-
2017
Persistent link: https://www.econbiz.de/10011782002
Saved in:
6
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:
7
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:
8
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:
9
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
-
2015
Persistent link: https://www.econbiz.de/10011781115
Saved in:
10
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
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