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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Dynamic equilibrium"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
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Dynamic equilibrium
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Stochastischer Prozess
Bayes-Statistik
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Martin, Gael M.
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Forbes, Catherine Scipione
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6
Frazier, David T.
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Loiza-Maya, Ruben
2
Wright, Jill
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Anderson, Heather M.
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Liu, Zhichao
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
46
Economic modelling
35
Working paper
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of economic dynamics & control
30
Econometric reviews
28
CAMA working paper series
25
Discussion paper / Tinbergen Institute
23
International journal of forecasting
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Journal of macroeconomics
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18
Journal of applied econometrics
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Economics letters
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European journal of operational research : EJOR
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Macroeconomic dynamics
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Applied economics
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CAMA Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of money, credit and banking : JMCB
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Journal of the American Statistical Association : JASA
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NBER working paper series
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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
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
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:
4
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:
5
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:
6
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
9
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
10
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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