//--> //--> //-->
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
subject:"Monte Carlo simulation"
~person:"Forbes, Catherine Scipione"
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:"Bayessche Statistik"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Bayes-Statistik
26
Bayesian inference
26
Monte-Carlo-Simulation
13
Markov-Kette
11
Markov chain
10
Theorie
10
Theory
10
Volatility
10
Volatilität
10
State space model
8
Stochastic process
8
Stochastischer Prozess
8
Zustandsraummodell
8
Bayesian Markov chain Monte Carlo
6
Börsenkurs
6
Option pricing theory
6
Optionspreistheorie
6
Share price
6
Forecasting model
5
Hawkes process
5
Induktive Statistik
5
Prognoseverfahren
5
Statistical inference
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
Nonparametric statistics
4
Stochastic volatility
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Bank
2
Bank lending
2
more ...
less ...
Online availability
All
Free
11
Undetermined
1
Type of publication
All
Book / Working Paper
11
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
2
Aufsatz in Zeitschrift
2
Forschungsbericht
1
more ...
less ...
Language
All
English
13
Author
All
Forbes, Catherine Scipione
Dijk, Herman K. van
33
Tsionas, Efthymios G.
24
Ravazzolo, Francesco
16
Casarin, Roberto
15
Martin, Gael M.
15
Hoogerheide, Lennart
13
Peters, Gareth
12
Strachan, Rodney W.
12
Grassi, Stefano
11
Kneib, Thomas
11
Nason, James Michael
11
Kohn, Robert
10
Koop, Gary
10
Lang, Stefan
10
Li, Yong
10
Hoogerheide, Lennart F.
9
Koopman, Siem Jan
9
Leon-Gonzalez, Roberto
9
Geweke, John
8
Kano, Takashi
8
Maneesoonthorn, Worapree
8
Schorfheide, Frank
8
Zhang, Xibin
8
Fischer, Manfred M.
7
Frühwirth-Schnatter, Sylvia
7
Korobilis, Dimitris
7
Mertens, Elmar
7
Nason, James M.
7
van Dijk, H. K.
7
Ando, Tomohiro
6
Ardia, David
6
Chib, Siddhartha
6
Del Negro, Marco
6
Fulop, Andras
6
Gunawan, David
6
Herbst, Edward P.
6
Klein, Nadja
6
Lahiri, Kajal
6
Lesage, James P.
6
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of applied econometrics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
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
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
11
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
12
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
13
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->