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~isPartOf:"Management Science"
~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
46
Monte-Carlo-Simulation
36
Bayes-Statistik
19
Bayesian inference
19
Markov chain
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Markov-Kette
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Theorie
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Theory
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Stochastic process
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Finanzmarkt
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Martin, Gael M.
13
Forbes, Catherine Scipione
12
Zhang, Xibin
12
King, Maxwell L.
7
Maneesoonthorn, Worapree
6
Vahid, Farshid
3
Anderson, Heather M.
2
Athanasopoulos, George
2
Frazier, David T.
2
Fu, Michael C.
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Gao, Jiti
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Hu, Jian-Qiang
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Issler, João Victor
2
Leung, Patrick
2
McCabe, Brendan Peter Martin
2
Panagiotelis, Anastasios
2
Poskitt, Donald Stephen
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Robert, Christian P.
2
Shang, Han Lin
2
Tomasetti, Nathaniel
2
Tse, Yiu Kuen
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1
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Management Science
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
134
Physica A: Statistical Mechanics and its Applications
103
Discussion paper / Tinbergen Institute
94
Economics letters
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Computational economics
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International journal of theoretical and applied finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Energy economics
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Insurance / Mathematics & economics
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International journal of production research
22
Journal of the American Statistical Association : JASA
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
Econometric Institute research papers
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Econometric theory
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ECONIS (ZBW)
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RePEc
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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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