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Inference for a Class of Stoch...
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Bayesian inference
Bayes-Statistik
47
Theorie
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Theory
47
Time series analysis
43
Zeitreihenanalyse
42
Forecasting model
31
Prognoseverfahren
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Stochastischer Prozess
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Markov-Kette
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Option pricing theory
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Börsenkurs
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Share price
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Stichprobenerhebung
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Bayesian Markov chain Monte Carlo
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Statistical theory
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Statistische Methodenlehre
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Australia
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Australien
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English
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Martin, Gael M.
37
Forbes, Catherine Scipione
24
Frazier, David T.
14
Maneesoonthorn, Worapree
13
McCabe, Brendan Peter Martin
7
Robert, Christian P.
7
Loiza-Maya, Ruben
6
Panagiotelis, Anastasios
4
Martin, Vance
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Fenech, Jean-Pierre
2
Grose, Simone D.
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Huber, Florian
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Koop, Gary
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Leung, Patrick
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Nibbering, Didier
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Rousseau, Judith
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Sanford, Andrew D.
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Tomasetti, Nathaniel
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Vaz, John
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Wang, Hong
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Frazier, D. T.
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Working paper / Department of Econometrics and Business Statistics, Monash University
39
International journal of forecasting
4
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric reviews
1
Journal of applied econometrics
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Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
2
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
3
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
4
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
Saved in:
5
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
6
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
7
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:
8
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:
9
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:
10
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
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