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type_genre:"Working Paper"
~person:"Koop, Gary"
~person:"Shephard, Neil G."
~subject:"Background driving L´evy process"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Stochastic process"
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Background driving L´evy process
Bayes-Statistik
Stochastic process
29
Stochastischer Prozess
29
Volatility
15
Volatilität
15
Theorie
14
Theory
14
Time series analysis
9
Zeitreihenanalyse
9
State space model
8
Zustandsraummodell
8
Bayesian inference
7
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5
Schätzung
5
Markov chain
4
Markov-Kette
4
Estimation theory
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Martingal
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Martingale
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Maximum likelihood estimation
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Option pricing theory
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Schätztheorie
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Derivat
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Derivative
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Econometrics
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Monte-Carlo-Simulation
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Nichtlineare Regression
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Nonlinear regression
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Prognoseverfahren
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Statistical distribution
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Koop, Gary
Shephard, Neil G.
Carriero, Andrea
11
Marcellino, Massimiliano
11
Clark, Todd E.
10
Martin, Gael M.
10
Mertens, Elmar
8
Chib, Siddhartha
7
Forbes, Catherine Scipione
7
Maneesoonthorn, Worapree
6
Rodriguez, Gabriel
6
Bos, Charles S.
5
Chan, Joshua
5
Mumtaz, Haroon
5
Grassi, Stefano
4
Pettenuzzo, Davide
4
Proietti, Tommaso
4
Timmermann, Allan
4
Dijk, Herman K. van
3
Frazier, David T.
3
Hautsch, Nikolaus
3
Nason, James Michael
3
Ravazzolo, Francesco
3
Schorfheide, Frank
3
Yang, Fuyu
3
Yu, Jun
3
Österholm, Pär
3
Adam, Tomáš
2
Barra, Istvan
2
Bianchi, Daniele
2
Chiu, Ching Wai Jeremy
2
Cúrdia, Vasco
2
Daude, Christian
2
Del Negro, Marco
2
Eisenstat, Eric
2
Greenwald, Daniel L.
2
Guidolin, Massimo
2
Karlsson, Sune
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Kiss, Tamás
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ECONIS (ZBW)
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1
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
2
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
4
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
5
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
6
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
7
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
8
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
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