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type_genre:"Working Paper"
~person:"Shephard, Neil G."
~subject:"Background driving L´evy process"
~subject:"Bayes-Statistik"
~type:"book"
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Search: subject_exact:"Stochastic process"
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Background driving L´evy process
Bayes-Statistik
Stochastic process
24
Stochastischer Prozess
24
Volatility
12
Volatilität
12
Theorie
11
Theory
11
Time series analysis
7
Zeitreihenanalyse
7
State space model
6
Zustandsraummodell
6
Bayesian inference
5
Markov chain
4
Markov-Kette
4
Financial market
3
Finanzmarkt
3
Martingal
3
Martingale
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
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Econometrics
2
Markov chain Monte Carlo
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtlineare Regression
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Nonlinear regression
2
Statistical distribution
2
Statistische Verteilung
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Anlageverhalten
1
Bayes estimation
1
Behavioural finance
1
Deutschland
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Estimation
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Working Paper
Arbeitspapier
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Graue Literatur
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Non-commercial literature
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English
6
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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
2
Kiss, Tamás
2
Kocięcki, Andrzej
2
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Nuffield College
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Economics discussion papers
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Oxford Financial Research Centre economics series
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ECONIS (ZBW)
6
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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:
2
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:
3
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:
4
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:
5
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
6
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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