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subject:"Monte Carlo simulation"
~person:"Maneesoonthorn, Worapree"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Bayessche Statistik"
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Monte Carlo simulation
Theorie
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Bayes-Statistik
13
Bayesian inference
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State space model
9
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9
Zustandsraummodell
9
Monte-Carlo-Simulation
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Bayesian Markov chain Monte Carlo
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Dynamic price and volatility jumps
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Nonlinear state space model
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Maneesoonthorn, Worapree
Dijk, Herman K. van
88
Koop, Gary
85
Schorfheide, Frank
70
Casarin, Roberto
60
Tsionas, Efthymios G.
50
Ravazzolo, Francesco
48
Korobilis, Dimitris
46
Clark, Todd E.
39
Strachan, Rodney W.
39
Marcellino, Massimiliano
37
Carriero, Andrea
35
Chan, Joshua
32
Del Negro, Marco
31
Grassi, Stefano
31
Hoogerheide, Lennart F.
31
Hoogerheide, Lennart
29
Kohn, Robert
26
Billio, Monica
25
Martin, Gael M.
25
Bauwens, Luc
24
Geweke, John
24
Lang, Stefan
24
Huber, Florian
23
Pettenuzzo, Davide
22
Frühwirth-Schnatter, Sylvia
21
Paap, Richard
21
Peters, Gareth
21
Kneib, Thomas
20
Koopman, Siem Jan
20
Ardia, David
19
Canova, Fabio
19
Zellner, Arnold
19
Chib, Siddhartha
18
Forbes, Catherine Scipione
18
Gallant, A. Ronald
18
Poon, Aubrey
18
Timmermann, Allan
18
van Dijk, H. K.
18
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17
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17
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
2
Journal of applied econometrics
1
Journal of econometrics
1
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ECONIS (ZBW)
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Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
3
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:
4
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:
5
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:
6
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
7
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
Saved in:
8
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:
9
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
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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