//--> //--> //-->
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:"Gerlach, Richard"
~person:"Herbst, Edward P."
~subject:"Markov chain Monte Carlo"
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
Markov chain Monte Carlo
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Theorie
6
Theory
6
Estimation
5
Markov chain
5
Markov-Kette
5
Schätzung
5
Bayes-Statistik
4
Bayesian inference
4
Forecasting model
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation theory
3
Expected shortfall
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Markov Chain Monte Carlo
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Realized range
2
Realized variance
2
Sampling
2
Stichprobenerhebung
2
VAR model
2
VAR-Modell
2
Value-at-Risk
2
Value-at-risk
2
ARCH model
1
ARCH-Modell
1
Adaptive algorithms
1
Bayesian analysis
1
Capital income
1
DSGE model
1
DSGE models
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gerlach, Richard
Herbst, Edward P.
Tsionas, Efthymios G.
9
Dimitrakopoulos, Stefanos
5
Zhang, Xibin
4
Assaf, A. Georges
3
Li, Yong
3
Omori, Yasuhiro
3
Yamauchi, Yuta
3
Yu, Jun
3
Avanzi, Benjamin
2
Borowska, Agnieszka
2
Chen, Wilson Ye
2
Damien, Paul
2
Gerlach, Richard H.
2
Geweke, John
2
Herwartz, Helmut
2
Kakamu, Kazuhiko
2
Karlsson, Sune
2
Kolkiewicz, Adam W.
2
Koopman, Siem Jan
2
Men, Zhongxian
2
Wang, Chao
2
Wirjanto, Tony S.
2
Wong, Bernard
2
Yang, Xinda
2
Zeng, Tao
2
Abowd, John M.
1
AitSahlia, Farid
1
Akram, Muhammad
1
Andrikopoulos, Athanasios
1
Angelo, Mele
1
Anyfantaki, Sofia
1
Atkinson, Scott Estes
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Baldeaux, Jan
1
Barra, István
1
Belyi, Dmitriy
1
Bianchi, Daniele
1
Bianchi, Michele Leonardo
1
more ...
less ...
Published in...
All
International journal of forecasting
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->