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~isPartOf:"Energy economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayesian inference"
~subject:"Volatilität"
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Search: subject:"Markov-Chain Monte Carlo"
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Bayesian inference
Volatilität
Bayes-Statistik
102
Theorie
38
Theory
38
Volatility
27
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Markov-Kette
25
Estimation theory
24
Forecasting model
24
Markov chain
24
Prognoseverfahren
24
Schätztheorie
24
Stochastic process
18
Stochastischer Prozess
18
Time series analysis
18
Zeitreihenanalyse
18
Estimation
14
Oil price
14
Schätzung
14
Ölpreis
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
State space model
12
Zustandsraummodell
12
Option pricing theory
11
Optionspreistheorie
11
VAR model
10
VAR-Modell
10
Electric power industry
9
Elektrizitätswirtschaft
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
7
Commodity derivative
7
Regression analysis
7
Regressionsanalyse
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64
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103
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Martin, Gael M.
30
Forbes, Catherine Scipione
21
Frazier, David T.
12
Zhang, Xibin
11
Maneesoonthorn, Worapree
9
Panagiotelis, Anastasios
7
Robert, Christian P.
7
Loiza-Maya, Ruben
6
Gao, Jiti
5
Cheng, Tingting
4
Griffiths, William E.
4
McCabe, Brendan Peter Martin
4
Nibbering, Didier
4
Athanasopoulos, George
3
Duangkamon Chotikapanich
3
Hyndman, Rob J.
3
Inder, Brett A.
3
King, Maxwell L.
3
Martin, Vance
3
Chen, Haotian
2
Drachal, Krzysztof
2
Grose, Simone D.
2
Gunawan, David
2
Jiang, Bin
2
Leung, Patrick
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Rubaszek, Michał
2
Sanford, Andrew D.
2
Strachan, Rodney W.
2
Tomasetti, Nathaniel
2
Vahid, Farshid
2
Wright, Jill
2
Zhang, Rong
2
Aller, Carlos
1
Anderson, Heather M.
1
Arin, Kerim Peren
1
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Bastianin, Andrea
1
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Energy economics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
175
Discussion paper / Tinbergen Institute
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Working paper
118
International journal of forecasting
115
Economic modelling
88
Journal of applied econometrics
87
European journal of operational research : EJOR
77
Journal of the American Statistical Association : JASA
73
Economics letters
69
CAMA working paper series
68
Working paper series / European Central Bank
68
Econometric reviews
67
Journal of economic dynamics & control
65
Discussion papers / CEPR
64
Journal of economic theory
61
CESifo working papers
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Working papers
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of forecasting
56
Discussion paper
53
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
NBER working paper series
52
Discussion paper / Centre for Economic Policy Research
51
IMF working papers
49
International journal of production research
47
Applied economics
46
Insurance / Mathematics & economics
46
Journal of macroeconomics
46
Games and economic behavior
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Working paper series
39
Econometrics : open access journal
38
Journal of marketing research : JMR
37
Computational economics
36
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ECONIS (ZBW)
103
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
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:
5
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
6
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:
7
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:
8
Real options valuation of wind energy based on the empirical production uncertainty
Nibbering, Didier
;
Buuren, Coos van
;
Wei, Wei
-
2021
Persistent link: https://www.econbiz.de/10012697882
Saved in:
9
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
10
Comparisons of Australian mental health distributions
Gunawan, David
;
Griffiths, William E.
;
Duangkamon …
-
2021
Persistent link: https://www.econbiz.de/10012668906
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