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person:"Mazzoni, Thomas"
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State space model
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Mazzoni, Thomas
Koopman, Siem Jan
153
Tiwari, Aviral Kumar
50
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30
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29
Kapetanios, George
28
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECONIS (ZBW)
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Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas
-
2010
Persistent link: https://www.econbiz.de/10003977437
Saved in:
2
Nonlinear portfolio views : an efficient extension to the Black-Litterman approach
Mazzoni, Thomas
- In:
Journal of business economics : JBE
85
(
2015
)
6
,
pp. 693-717
Persistent link: https://www.econbiz.de/10011294251
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3
Fast continous-discrete DAF-filters
Mazzoni, Thomas
-
2009
Persistent link: https://www.econbiz.de/10003947355
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4
Expected a posteriori estimation in financial applications
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003699961
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5
Computational aspects of contiuous-discrete extended Kalman-filtering
Mazzoni, Thomas
-
2007
Persistent link: https://www.econbiz.de/10013409329
Saved in:
6
Stetig-diskrete Zustandsraummodelle dynamischer Wirtschaftsprozesse
Mazzoni, Thomas
-
2007
Persistent link: https://www.econbiz.de/10003473959
Saved in:
7
Zeitstetige Modellbildung am Beispiel einer volkswirtschaftlichen Produktionsstruktur
Mazzoni, Thomas
-
2005
Persistent link: https://www.econbiz.de/10013409292
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