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subject:"Theory"
~person:"Martin, Gael M."
~subject:"Markov chain"
~subject:"Volatilität"
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Search: subject_exact:"Posterior distribution"
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Markov chain
Volatilität
Bayes-Statistik
36
Bayesian inference
36
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Forecasting model
14
Prognoseverfahren
14
Theorie
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13
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Dynamic price and volatility jumps
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Nichtparametrisches Verfahren
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English
24
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Martin, Gael M.
Koop, Gary
85
Dijk, Herman K. van
84
Casarin, Roberto
69
Schorfheide, Frank
64
Ravazzolo, Francesco
54
Tsionas, Efthymios G.
46
Korobilis, Dimitris
45
Clark, Todd E.
39
Strachan, Rodney W.
38
Marcellino, Massimiliano
37
Carriero, Andrea
35
Billio, Monica
33
Chan, Joshua
32
Hoogerheide, Lennart F.
30
Bauwens, Luc
29
Grassi, Stefano
29
Hoogerheide, Lennart
28
Kohn, Robert
27
Del Negro, Marco
25
Lang, Stefan
24
Paap, Richard
24
Huber, Florian
23
Geweke, John
22
Pettenuzzo, Davide
22
Frühwirth-Schnatter, Sylvia
21
Peters, Gareth
21
Forbes, Catherine Scipione
20
Kneib, Thomas
20
Koopman, Siem Jan
20
van Dijk, H. K.
20
Canova, Fabio
19
Gallant, A. Ronald
19
Kaufmann, Sylvia
19
Ardia, David
18
Chib, Siddhartha
18
Poon, Aubrey
18
Timmermann, Allan
18
Dufays, Arnaud
17
Karni, Edi
17
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Working paper / Department of Econometrics and Business Statistics, Monash University
19
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
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ECONIS (ZBW)
24
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
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:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
5
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
6
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:
7
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
8
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:
9
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:
10
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
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