//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Anderson, Heather M."
~person:"Bognanni, Mark"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte Carlo method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Theorie
4
VAR model
4
VAR-Modell
4
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Time series analysis
2
Vector autoregressions
2
Zeitreihenanalyse
2
Analysis of variance
1
Börsenkurs
1
Cointegration
1
Cojumps
1
Correlation
1
Covariance
1
Estimation theory
1
First-high-low-last price
1
Forecasting model
1
High-frequency data
1
Kointegration
1
Korrelation
1
Markov chain Monte Carlo
1
Particle filter
1
Prognoseverfahren
1
Rao-Blackwellization
1
Realized co-range
1
Realized covariance
1
Sampling
1
Schätztheorie
1
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Anderson, Heather M.
Bognanni, Mark
Tsionas, Efthymios G.
15
Lesage, James P.
5
Li, Yong
5
Assaf, A. Georges
4
Dimitrakopoulos, Stefanos
4
Gerlach, Richard
4
Geweke, John
4
Wang, Chao
4
Alberini, Anna
3
Chen, Cathy W. S.
3
Hruschka, Harald
3
Kahalé, Nabil
3
Omori, Yasuhiro
3
Scarpa, Riccardo
3
Yamauchi, Yuta
3
Yang, Lixiong
3
Almada-Lobo, Bernardo
2
Asai, Manabu
2
Barra, István
2
Bolkesjø, Torjus Folsland
2
Botev, Zdravko I.
2
Brown, Garfield O.
2
Buckley, Winston S.
2
Burda, Martin
2
Chasco Yrigoyen, Coro
2
Chen, Qian
2
Chib, Siddhartha
2
Chih, Yao-Yu
2
Clark, Todd E.
2
Costantini, Mauro
2
Damien, Paul
2
Dassios, Angelos
2
Debarsy, Nicolas
2
Falke, Andreas
2
Herbst, Edward P.
2
Herwartz, Helmut
2
Jacobi, Liana
2
Joo, Seang-Hwane
2
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
The Oxford handbook of economic forecasting
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
3
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
4
Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M.
;
Vahid, Farshid
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882038
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->