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BAYESIAN CONSISTENCY FOR STATI...
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CAPM
Theorie
183
Theory
183
Estimation theory
87
Schätztheorie
87
Volatility
67
Volatilität
67
Stochastic process
57
Stochastischer Prozess
57
Bayesian inference
55
Bayes-Statistik
54
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Markov chain
39
Markov-Kette
39
Maximum likelihood estimation
32
Maximum-Likelihood-Schätzung
32
Capital income
30
Kapitaleinkommen
30
Statistical distribution
29
Statistische Verteilung
29
Estimation
28
Schätzung
28
Portfolio selection
27
Portfolio-Management
27
Time series analysis
26
Zeitreihenanalyse
26
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Sampling
24
Stichprobenerhebung
24
Probability theory
20
Wahrscheinlichkeitsrechnung
20
Börsenkurs
19
Option pricing theory
19
Optionspreistheorie
19
Share price
19
Statistical theory
19
Statistische Methodenlehre
19
Bayesian Nonparametrics
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English
31
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Aït-Sahalia, Yacine
26
Chib, Siddhartha
4
Mykland, Per A.
4
Xiu, Dacheng
4
Zhang, Lan
4
Lo, Andrew W.
3
Mancini, Loriano
3
Yu, Jialin
3
Matthys, Felix
2
Bibby, Bo Martin
1
Kalnina, Ilze
1
Kang, Kyu Ho
1
Karaman, Mustafa
1
Karamann, Mustafa
1
Smith, Simon C.
1
Sørensen, Michael
1
Zeng, Xiaming
1
Zhao, Lingxiao
1
Zhou, Guofu
1
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Journal of econometrics
6
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
3
Bundesbank Series 1 Discussion Paper
1
CEA_372Cass working paper series
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Finance and stochastics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
31
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1
Change-points in affine arbitrage-free term structure models
Chib, Siddhartha
;
Kang, Kyu Ho
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 302-334
Persistent link: https://www.econbiz.de/10009745891
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2
Which factors are risk factors in asset pricing? : a model scan framework
Chib, Siddhartha
;
Zeng, Xiaming
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 771-783
Persistent link: https://www.econbiz.de/10012313369
Saved in:
3
Factor selection and structural breaks
Chib, Siddhartha
;
Smith, Simon C.
-
2024
-
Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696
Saved in:
4
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
5
A hyperbolic diffusion model for stock prices
Bibby, Bo Martin
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001215737
Saved in:
6
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
7
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
8
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
9
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
10
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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