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subject:"Stochastischer Prozess"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Stochastischer Prozess
Bayes-Statistik
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Bayesian inference
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Wahrscheinlichkeitsrechnung
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Markov chain
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Markov-Kette
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Share price
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infinite hidden Markov model
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moment functions
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Barra, István
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Bianchi, Daniele
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Chan, Joshua
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Guidolin, Massimo
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CAMA working paper series
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Econometric reviews
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European journal of operational research : EJOR
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Tinbergen Institute
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Energy economics
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Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 34-62
Persistent link: https://www.econbiz.de/10011987683
Saved in:
2
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
3
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
4
Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel
;
Horst, Enrique ter
;
Malone, Samuel
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
Saved in:
5
Inference in infinite superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametic methods
Griffin, Jim E.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 519-549
Persistent link: https://www.econbiz.de/10009407853
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