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subject:"Monte Carlo simulation"
~person:"Forbes, Catherine Scipione"
~person:"Li, Yong"
~subject:"Statistical inference"
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Search: subject_exact:"Bayessche Statistik"
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Monte Carlo simulation
Statistical inference
Bayes-Statistik
42
Bayesian inference
42
Monte-Carlo-Simulation
23
Theorie
23
Theory
23
Markov-Kette
20
Markov chain
19
Volatility
14
Volatilität
14
Stochastic process
12
Stochastischer Prozess
12
State space model
8
Zustandsraummodell
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Bayes factor
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Bayesian Markov chain Monte Carlo
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Börsenkurs
6
Option pricing theory
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Optionspreistheorie
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Share price
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Time series analysis
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Estimation
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Estimation theory
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Forecasting model
5
Hawkes process
5
Induktive Statistik
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Prognoseverfahren
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Schätztheorie
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Schätzung
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Statistical test
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Statistischer Test
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Global financial crisis
4
Markov chain Monte Carlo
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15
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11
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14
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14
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11
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English
26
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Forbes, Catherine Scipione
Li, Yong
Dijk, Herman K. van
36
Tsionas, Efthymios G.
26
Koop, Gary
23
Casarin, Roberto
22
Martin, Gael M.
17
Ravazzolo, Francesco
16
Hoogerheide, Lennart
15
Baumeister, Christiane
13
Hamilton, James D.
13
Peters, Gareth
13
Strachan, Rodney W.
13
Schorfheide, Frank
12
Grassi, Stefano
11
Kitagawa, Toru
11
Kneib, Thomas
11
Korobilis, Dimitris
11
Nason, James Michael
11
Billio, Monica
10
Geweke, John
10
Kohn, Robert
10
Lang, Stefan
10
Giacomini, Raffaella
9
Hoogerheide, Lennart F.
9
Koopman, Siem Jan
9
Leon-Gonzalez, Roberto
9
Del Negro, Marco
8
Kano, Takashi
8
Maneesoonthorn, Worapree
8
Robert, Christian P.
8
Yu, Jun
8
Zhang, Xibin
8
Bauwens, Luc
7
Fischer, Manfred M.
7
Frühwirth-Schnatter, Sylvia
7
Griffiths, William E.
7
Mertens, Elmar
7
Nason, James M.
7
Read, Matthew
7
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Working paper / Department of Econometrics and Business Statistics, Monash University
14
Journal of econometrics
5
Annals of economics and finance
1
Applied economics letters
1
Computational economics
1
Economic modelling
1
Finance research letters
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Journal of applied econometrics
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ECONIS (ZBW)
26
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1
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
2
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
9
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:
10
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
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