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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Markov chain"
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Markov chain
Monte Carlo simulation
22
Monte-Carlo-Simulation
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Theorie
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Theory
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Stochastic process
13
Stochastischer Prozess
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Volatility
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Volatilität
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Option pricing theory
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Chiarella, Carl
3
Baldeaux, Jan
1
Chan, Jennifer S. K.
1
Chewlow, Les
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Choy, S. T. Boris
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He, Xue-zhong
1
Huang, Weihong
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Ignatieva, Ekaterina
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Kang, Boda
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Makov, Udi E.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of econometrics
45
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
European journal of operational research : EJOR
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric reviews
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International journal of forecasting
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Working paper
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Economics letters
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Energy economics
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Journal of forecasting
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Journal of the American Statistical Association : JASA
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Quantitative finance
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Computational economics
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Risks : open access journal
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International journal of production research
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Journal of applied econometrics
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Journal of economic dynamics & control
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Econometric Institute research papers
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GRIPS discussion papers
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Insurance / Mathematics & economics
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Journal of banking & finance
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Sveriges Riksbank working paper series
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Working papers in economics and statistics
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Applied economics
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Applied economics letters
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CAMA working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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INFORMS journal on computing : JOC
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Journal of risk and financial management : JRFM
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Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Global COE Hi-Stat discussion paper series
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Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
2
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
3
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
4
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K.
;
Choy, S. T. Boris
;
Makov, Udi E.
-
2007
Persistent link: https://www.econbiz.de/10003685206
Saved in:
5
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
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