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~person:"Martin, Gael M."
~source:"econis"
~subject:"Bayesian inference"
~subject:"Share price"
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Search: subject_exact:"Prognosetechnik"
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Bayesian inference
Share price
Forecasting model
26
Prognoseverfahren
26
Theorie
17
Theory
17
Bayes-Statistik
14
Time series analysis
10
Zeitreihenanalyse
10
State space model
9
Volatility
9
Volatilität
9
Zustandsraummodell
9
Proper scoring rules
5
Probability theory
4
Stochastic process
4
Stochastischer Prozess
4
Wahrscheinlichkeitsrechnung
4
Bayesian prediction
3
Likelihood-free methods
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical distribution
3
Statistische Verteilung
3
1996-2006
2
Bayesian consistency
2
Börsenkurs
2
Economic forecast
2
Estimation theory
2
Loss-based prediction
2
M4 forecasting competition
2
Option trading
2
Optionsgeschäft
2
Particle filtering
2
Predictive merging
2
Probabilistic Forecasting
2
Risikoprämie
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Risk premium
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S&P500 Forecasting
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Martin, Gael M.
Gupta, Rangan
97
Ravazzolo, Francesco
78
Koop, Gary
63
Dijk, Herman K. van
56
Marcellino, Massimiliano
43
McMillan, David G.
43
Ma, Feng
41
Clark, Todd E.
39
Pierdzioch, Christian
39
Carriero, Andrea
38
Casarin, Roberto
37
Schorfheide, Frank
36
Korobilis, Dimitris
34
Huber, Florian
32
Hoogerheide, Lennart
25
Narayan, Paresh Kumar
25
Salisu, Afees A.
23
Grassi, Stefano
22
Poon, Aubrey
22
Zhang, Yaojie
22
Giannone, Domenico
21
Lux, Thomas
21
Kapetanios, George
20
Timmermann, Allan
20
Pettenuzzo, Davide
19
Zaremba, Adam
19
Bekaert, Geert
18
Wang, Jiqian
18
Bollerslev, Tim
17
Aastveit, Knut Are
16
Billio, Monica
16
Del Negro, Marco
16
Wang, Yudong
16
Franses, Philip Hans
15
Paap, Richard
15
Pesaran, M. Hashem
15
Zhou, Hao
15
Balcilar, Mehmet
14
Koopman, Siem Jan
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
International journal of forecasting
2
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Journal of applied econometrics
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
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
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
7
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
8
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:
9
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
Saved in:
10
Applied Bayesian forecasting in economics : editorial
Lahiri, Kajal
(
contributor
);
Martin, Gael M.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008661827
Saved in:
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