Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"sequential Monte Carlo sampler"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Bayes-Statistik
3
Bayesian inference
3
Estimation theory
3
Markov chain
3
Markov-Kette
3
Schätztheorie
3
CAPM
2
Risiko
2
Risk
2
Sequential Monte Carlo sampler
2
sequential Monte Carlo sampler
2
Asset pricing
1
Autoregressive gamma process
1
Auxiliary particle filter
1
Bayesian statistics
1
Common random numbers
1
Composite model
1
Discounting
1
Diskontierung
1
Estimation
1
Log-linearization
1
Long-run risk
1
Non-affineness
1
Optimal proposal density
1
Particle filters
1
Projection methods
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Self-exciting jumps
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
consumption
1
equity premium
1
long-run risk
1
projection methods
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fulop, Andras
3
Li, Junye
3
Liu, Hening
2
Goffard, Pierre-Olivier
1
Heng, Jeremy
1
Yan, Cheng
1
Published in...
All
Journal of econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sequential Monte Carlo samplers to fit and compare insurance loss models
Goffard, Pierre-Olivier
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 765-787
Persistent link: https://www.econbiz.de/10014383968
Saved in:
2
Estimating and testing long-run risk models : international evidence
Fulop, Andras
;
Li, Junye
;
Liu, Hening
;
Yan, Cheng
- In:
Management science : journal of the Institute for …
71
(
2025
)
4
,
pp. 3517-3536
Persistent link: https://www.econbiz.de/10015413787
Saved in:
3
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
4
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
