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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"GRIPS discussion papers"
~subject:"Monte Carlo simulation"
~subject:"USA"
~type_genre:"Festschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
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Leon-Gonzalez, Roberto
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Strachan, Rodney W.
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Majoni, Blessings
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Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
45
CREATES research paper
27
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20
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19
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16
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16
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13
Working paper / Department of Econometrics and Business Statistics, Monash University
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Report / Econometric Institute, Erasmus University Rotterdam
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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7
Discussion paper / Department of Economics, University of California San Diego
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CORE discussion paper : DP
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CORE discussion papers : DP
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6
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5
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5
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
3
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
5
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
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