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~person:"Koskela, Erkki"
~person:"Martin, Gael M."
~subject:"Holzeinschlag"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Search: subject:"Stochastisches Modell "
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Holzeinschlag
Stochastic process
Stochastischer Prozess
25
Theorie
18
Theory
18
Volatility
14
Volatilität
14
Bayes-Statistik
10
Bayesian inference
10
Forest economics
9
Forstökonomie
9
State space model
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Zustandsraummodell
8
Markov-Kette
7
Börsenkurs
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Interest rate
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Markov chain
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Monte Carlo simulation
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Search theory
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Share price
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Suchtheorie
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Zins
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Bayesian Markov chain Monte Carlo
5
Option pricing theory
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Optionspreistheorie
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Time series analysis
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Zeitreihenanalyse
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Forecasting model
4
Forest harvest
4
Hawkes process
4
Prognoseverfahren
4
Resource economics
4
Ressourcenökonomik
4
CAPM
3
Cost-benefit analysis
3
Dynamic price and volatility jumps
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Financial crisis
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Financial market
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Non-commercial literature
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English
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Koskela, Erkki
Martin, Gael M.
McAleer, Michael
47
Koopman, Siem Jan
38
Ferrari, Giorgio
29
Phillips, Peter C. B.
29
Platen, Eckhard
29
Chiarella, Carl
23
Shephard, Neil G.
23
Linton, Oliver
22
Barndorff-Nielsen, Ole E.
20
Küchler, Uwe
20
Gao, Jiti
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Bos, Charles S.
17
Chan, Joshua
17
Yu, Jun
17
Kleijnen, Jack P. C.
15
Lucas, André
15
Mumtaz, Haroon
15
Whang, Yoon-jae
15
Takahashi, Akihiko
14
Clark, Todd E.
13
Hafner, Christian M.
13
Lux, Thomas
13
Marcellino, Massimiliano
13
Podolskij, Mark
13
Riedel, Frank
13
Asai, Manabu
12
Föllmer, Hans
11
Sornette, Didier
11
Alvarez, Luis H. R.
10
Carriero, Andrea
10
Forbes, Catherine Scipione
10
Kilian, Lutz
10
Rodriguez, Gabriel
10
Scaillet, Olivier
10
Alòs, Elisa
9
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Kansantaloustieteen Laitos <Helsinki>
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
CESifo working papers
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion papers / Department of Economics, University of Helsinki
2
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
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ECONIS (ZBW)
25
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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
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2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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4
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:
5
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:
6
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:
7
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
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8
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
9
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:
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
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