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~person:"Witzany, Jiří"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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stochastic volatility
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Witzany, Jiří
Clark, Todd E.
20
Carriero, Andrea
19
Marcellino, Massimiliano
17
Rodriguez, Gabriel
13
McAleer, Michael
10
Poon, Aubrey
10
Tauchen, George Eugene
10
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9
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6
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6
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Finance a úvěr
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European financial and accounting journal : EFAJ
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Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
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Use of adapted particle filters in SVJD models
Fičura, Milan
;
Witzany, Jiří
- In:
European financial and accounting journal : EFAJ
13
(
2018
)
3
,
pp. 5-20
Particle Filter algorithms for filtering latent states (volatility and jumps) of
Stochastic-Volatility
Jump …
Persistent link: https://www.econbiz.de/10012118579
Saved in:
2
Sequential gibbs particle filter algorithm with applications to
stochastic
volatility
and jumps estimation
Witzany, Jiří
;
Fičura, Milan
- In:
Finance a úvěr
69
(
2019
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10012170648
Saved in:
3
Estimating
stochastic
volatility
and jumps using high-frequency data and Bayesian methods
Fičura, Milan
;
Witzany, Jiří
- In:
Finance a úvěr
66
(
2016
)
4
,
pp. 278-301
Persistent link: https://www.econbiz.de/10011532802
Saved in:
4
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
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