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~isPartOf:"IZA Discussion Papers"
~isPartOf:"MPRA Paper"
~person:"Dellaportas, Petros"
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Search: subject:"Monte Carlo"
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Markov chain Monte Carlo
2
Cholesky Factorisation
1
Imputation
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Multivariate CIR model
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Multivariate stochastic volatility
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Stochastic volatility
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Dellaportas, Petros
Calzolari, Giorgio
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Bianchi, Carlo
6
Halkos, George
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Kevork, Ilias
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Mishra, SK
5
Huber, Martin
4
Voicu, Alexandru
4
Advani, Arun
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Barnett, William A.
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Kukenova, Madina
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Lahvicka, Jiri
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Lechner, Michael
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Monteiro, Jose-Antonio
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Panattoni, Lorenzo
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Pesaran, M. Hashem
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Sloczynski, Tymon
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Abonazel, Mohamed R.
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Akay, Alpaslan
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Arribas-Bel, Daniel
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Balakrishna, B S
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Black, Dan
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Boeri, Tito
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Bretteville-Jensen, Anne Line
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Buchinsky, Moshe
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Ciuiu, Daniel
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Corsi, Paolo
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Di Iorio, Francesca
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Eo, Yunjong
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Fathi, Abid
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Fougère, Denis
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Frölich, Markus
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Frühwirth-Schnatter, Sylvia
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Galdo, Jose
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Gaure, Simen
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Hayakawa, Kazuhiko
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Likelihood-based inference for correlated diffusions
Kalogeropoulos, Konstantinos
;
Dellaportas, Petros
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain
Monte
Carlo
…
Persistent link: https://www.econbiz.de/10005836360
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2
Inference for stochastic volatility model using time change transformations
Kalogeropoulos, Konstantinos
;
Roberts, Gareth O.
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
Monte
Carlo
(MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through transformations …
Persistent link: https://www.econbiz.de/10005616851
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