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~person:"Forbes, Catherine Scipione"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Markov chain"
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Bayes-Statistik
26
Bayesian inference
26
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov-Kette
13
Markov chain
12
Theorie
12
Theory
12
Volatility
11
Volatilität
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9
Stochastic process
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Stochastischer Prozess
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Bayesian Markov chain Monte Carlo
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Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Hawkes process
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Induktive Statistik
5
Prognoseverfahren
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Statistical inference
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Time series analysis
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Zeitreihenanalyse
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Dynamic price and volatility jumps
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Financial crisis
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Finanzkrise
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Finanzmarkt
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Nichtparametrisches Verfahren
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Nonlinear state space model
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Arbeitspapier
Aufsatz in Zeitschrift
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Forbes, Catherine Scipione
Dijk, Herman K. van
130
Koop, Gary
116
Tsionas, Efthymios G.
87
Ravazzolo, Francesco
86
Marcellino, Massimiliano
73
Schorfheide, Frank
66
Casarin, Roberto
63
Gupta, Rangan
58
Strachan, Rodney W.
52
Carriero, Andrea
50
Huber, Florian
49
Korobilis, Dimitris
49
Hoogerheide, Lennart
47
Bauwens, Luc
41
Clark, Todd E.
41
Havránek, Tomáš
41
Billio, Monica
40
Crespo Cuaresma, Jesús
39
Elliott, Robert J.
37
Kaufmann, Sylvia
37
Martin, Gael M.
37
Österholm, Pär
36
Chan, Joshua
35
Paap, Richard
35
Robert, Christian P.
35
Rubio-Ramírez, Juan Francisco
35
Canova, Fabio
34
Frühwirth-Schnatter, Sylvia
34
Siu, Tak Kuen
33
Lang, Stefan
31
Piger, Jeremy Max
31
Waggoner, Daniel F.
31
Leon-Gonzalez, Roberto
30
Feldkircher, Martin
29
Zha, Tao
29
Assaf, A. Georges
28
Guidolin, Massimo
28
Rodriguez, Gabriel
28
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28
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
International journal of forecasting
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
28
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Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
2
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:
3
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:
4
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:
5
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583361
Saved in:
6
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:
7
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
8
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
- In:
Journal of economic behavior & organization : JEBO
177
(
2020
),
pp. 875-897
Persistent link: https://www.econbiz.de/10012437899
Saved in:
9
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
Saved in:
10
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:
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