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~subject:"Zeitreihenanalyse"
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Search: person:"Forbes, Catherine S."
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Zeitreihenanalyse
Bayesian inference
27
Bayes-Statistik
26
Theorie
23
Theory
23
State space model
16
Time series analysis
16
Zustandsraummodell
16
Volatility
15
Volatilität
15
Markov-Kette
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
13
Stochastic process
13
Stochastischer Prozess
13
Option pricing theory
9
Optionspreistheorie
9
Bayesian Markov chain Monte Carlo
8
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
Forecasting model
7
Hawkes process
7
Induktive Statistik
7
Nichtparametrisches Verfahren
7
Nonlinear state space model
7
Nonparametric statistics
7
Prognoseverfahren
7
Statistical inference
7
Estimation theory
6
Schätztheorie
6
Stochastic volatility
6
Dynamic price and volatility jumps
5
Business cycle
4
CAPM
4
Financial crisis
4
Financial market
4
Finanzkrise
4
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Free
3
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Book / Working Paper
10
Article
5
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Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Article in journal
4
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
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1
Forschungsbericht
1
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1
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Language
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English
15
Author
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Forbes, Catherine Scipione
15
Martin, Gael M.
5
Kofman, Paul
3
McCabe, Brendan Peter Martin
3
Shami, Roland G.
3
Snyder, Ralph D.
3
Kalb, Guyonne
2
Leung, Patrick
2
Maneesoonthorn, Worapree
2
Fry, Tim R. L.
1
Hanlon, Brian
1
Kim, Chang-jin
1
Ng, Jason
1
Oliver, Jonathan J.
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Econometrics Conference <1995, Melbourne>
1
Monash University / Department of Econometrics
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
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ECONIS (ZBW)
15
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1
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
Saved in:
2
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:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
4
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:
5
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
6
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004122
Saved in:
7
Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704960
Saved in:
8
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001722347
Saved in:
9
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
10
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
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