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subject:"Monte Carlo simulation"
~person:"Forbes, Catherine Scipione"
~subject:"Statistical inference"
~subject:"Theory"
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Search: subject_exact:"Bayessche Statistik"
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Monte Carlo simulation
Statistical inference
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Bayes-Statistik
26
Bayesian inference
26
Monte-Carlo-Simulation
13
Markov-Kette
11
Markov chain
10
Theorie
10
Volatility
10
Volatilität
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State space model
8
Stochastic process
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Stochastischer Prozess
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Zustandsraummodell
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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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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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Finanzmarkt
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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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Estimation
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Forbes, Catherine Scipione
Koop, Gary
91
Dijk, Herman K. van
89
Schorfheide, Frank
72
Casarin, Roberto
59
Tsionas, Efthymios G.
51
Korobilis, Dimitris
49
Ravazzolo, Francesco
46
Strachan, Rodney W.
35
Clark, Todd E.
31
Grassi, Stefano
30
Marcellino, Massimiliano
30
Del Negro, Marco
29
Hoogerheide, Lennart
29
Hoogerheide, Lennart F.
29
Carriero, Andrea
27
Kohn, Robert
26
Chan, Joshua
25
Geweke, John
25
Billio, Monica
24
Lang, Stefan
24
Martin, Gael M.
24
Huber, Florian
22
Bauwens, Luc
21
Frühwirth-Schnatter, Sylvia
21
Paap, Richard
21
Peters, Gareth
21
Pettenuzzo, Davide
21
Kneib, Thomas
20
Koopman, Siem Jan
20
Zellner, Arnold
19
Baumeister, Christiane
18
Canova, Fabio
18
Gallant, A. Ronald
18
Hamilton, James D.
18
Poon, Aubrey
18
van Dijk, H. K.
18
Basturk, Nalan
17
Giacomini, Raffaella
17
Karni, Edi
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
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ECONIS (ZBW)
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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
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:
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
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:
10
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:
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