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~person:"Ciccarelli, Matteo"
~person:"Maneesoonthorn, Worapree"
~subject:"Bayesian inference"
~type:"book"
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Search: subject_exact:"Steady-state distribution of Markov chains"
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Bayesian inference
Markov chain
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Markov-Kette
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Theorie
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Bayes-Statistik
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Dynamic price and volatility jumps
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Ciccarelli, Matteo
Maneesoonthorn, Worapree
Casarin, Roberto
26
Billio, Monica
16
Ravazzolo, Francesco
15
Dijk, Herman K. van
14
Dufays, Arnaud
11
Kaufmann, Sylvia
11
Paap, Richard
11
Bauwens, Luc
9
Kohn, Robert
9
Martin, Gael M.
9
Forbes, Catherine Scipione
8
Leon-Gonzalez, Roberto
8
Dijk, Dick van
7
Kneib, Thomas
7
Koop, Gary
7
Peters, Gareth
7
Amisano, Gianni
6
Hoogerheide, Lennart F.
6
Korobilis, Dimitris
6
Chib, Siddhartha
5
Fischer, Manfred M.
5
Hoogerheide, Lennart
5
Lang, Stefan
5
Rombouts, Jeroen V. K.
5
Strachan, Rodney W.
5
Tallman, Ellis W.
5
Umlauf, Nikolaus
5
Villani, Mattias
5
van Dijk, H. K.
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Ardia, David
4
Colavecchio, Roberta
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Frühwirth-Schnatter, Sylvia
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Gallant, A. Ronald
4
Lahiri, Kajal
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Maih, Junior
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Nakajima, Jouchi
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
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:
6
Panel index VAR models: specification, estimation, testing and leading indicators
Canova, Fabio
(
contributor
);
Ciccarelli, Matteo
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713856
Saved in:
7
Panel index VAR models : specification, estimation, testing and leading indicators
Canova, Fabio
(
contributor
);
Ciccarelli, Matteo
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003255931
Saved in:
8
Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013424338
Saved in:
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