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subject:"Monte Carlo simulation"
~person:"Forbes, Catherine Scipione"
~subject:"Bayesian inference"
~subject:"Statistical inference"
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Search: subject_exact:"Bayessche Statistik"
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Monte Carlo simulation
Bayesian inference
Statistical inference
Bayes-Statistik
26
Monte-Carlo-Simulation
13
Markov-Kette
11
Markov chain
10
Theorie
10
Theory
10
Volatility
10
Volatilität
10
State space model
8
Stochastic process
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Stochastischer Prozess
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Bayesian Markov chain Monte Carlo
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Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Share price
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Forecasting model
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Hawkes process
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Induktive Statistik
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Prognoseverfahren
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Dynamic price and volatility jumps
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Financial crisis
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Financial market
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Finanzkrise
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Nichtparametrisches Verfahren
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Nonlinear state space model
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Nonparametric statistics
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Stochastic volatility
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Time series analysis
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Zeitreihenanalyse
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Estimation
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English
26
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Forbes, Catherine Scipione
Koop, Gary
141
Dijk, Herman K. van
124
Ravazzolo, Francesco
114
Schorfheide, Frank
102
Casarin, Roberto
86
Tsionas, Efthymios G.
82
Korobilis, Dimitris
64
Marcellino, Massimiliano
61
Strachan, Rodney W.
60
Carriero, Andrea
58
Clark, Todd E.
53
Huber, Florian
50
Chan, Joshua
48
Billio, Monica
47
Bauwens, Luc
45
Hoogerheide, Lennart
45
Havránek, Tomáš
42
Del Negro, Marco
41
Crespo Cuaresma, Jesús
40
Österholm, Pär
40
Gupta, Rangan
39
Hoogerheide, Lennart F.
39
Paap, Richard
39
Martin, Gael M.
36
Canova, Fabio
35
Doppelhofer, Gernot
34
Feldkircher, Martin
34
Kohn, Robert
34
Allenby, Greg M.
33
Grassi, Stefano
33
Fernández-Villaverde, Jesús
32
Lang, Stefan
32
Leon-Gonzalez, Roberto
32
Pettenuzzo, Davide
32
Poon, Aubrey
31
Steel, Mark F. J.
31
Kaufmann, Sylvia
30
Robert, Christian P.
30
Tobias, Justin L.
30
Geweke, John
29
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of forecasting
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
26
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Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
2
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
3
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:
4
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
5
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:
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
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
- In:
Journal of economic behavior & organization : JEBO
177
(
2020
),
pp. 875-897
Persistent link: https://www.econbiz.de/10012437899
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
Saved in:
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