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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Monte Carlo simulation"
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Monte Carlo simulation
33
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Bayes-Statistik
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Bayesian inference
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Markov chain
18
Markov-Kette
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Theorie
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Martin, Gael M.
13
Forbes, Catherine Scipione
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Zhang, Xibin
11
King, Maxwell L.
7
Maneesoonthorn, Worapree
6
Anderson, Heather M.
2
Athanasopoulos, George
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Frazier, David T.
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Gao, Jiti
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Leung, Patrick
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McCabe, Brendan Peter Martin
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Panagiotelis, Anastasios
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Poskitt, Donald Stephen
2
Robert, Christian P.
2
Shang, Han Lin
2
Tomasetti, Nathaniel
2
Vahid, Farshid
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Akram, Muhammad
1
Cheng, Tingting
1
Duangkamon Chotikapanich
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
92
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Working paper
34
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Econometric Institute research papers
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ECONIS (ZBW)
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
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:
3
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
4
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:
5
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
6
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:
7
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:
8
Bayesian assessment of Lorenz and stochastic dominance
Lander, David
;
Gunawan, David
;
Griffiths, William E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782243
Saved in:
9
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
Saved in:
10
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
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