//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lucas, André"
~person:"Martin, Gael M."
~person:"Proietti, Tommaso"
~subject:"Nonlinear state space model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zustandsraummodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonlinear state space model
Zustandsraummodell
62
State space model
61
Theorie
43
Theory
43
Zeitreihenanalyse
33
Time series analysis
32
Forecasting model
24
Prognoseverfahren
24
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Stochastic process
17
Stochastischer Prozess
17
Volatility
16
Volatilität
16
Bayes-Statistik
15
Bayesian inference
15
Financial crisis
8
Finanzkrise
8
Credit risk
7
Kreditrisiko
7
EU countries
6
EU-Staaten
6
Estimation
6
Euro area
6
Eurozone
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätzung
6
State Space Models
6
USA
6
United States
6
Bruttoinlandsprodukt
5
Estimation theory
5
Financial market
5
Finanzmarkt
5
Gross domestic product
5
Saisonale Schwankungen
5
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
5
Author
All
Lucas, André
Martin, Gael M.
Proietti, Tommaso
Forbes, Catherine Scipione
4
Maneesoonthorn, Worapree
4
Koopman, Siem Jan
2
Scharth, Marcel
2
Ahn, Hie Joo
1
Lucas, Andre
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion paper / Tinbergen Institute
1
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009722696
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->