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
Retain my current filters
~subject:"Monte Carlo simulation"
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
Reconstructing the Kalman Filt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Theorie
51
Theory
51
Time series analysis
47
Zeitreihenanalyse
46
Forecasting model
38
Prognoseverfahren
38
State space model
30
Zustandsraummodell
30
Bayes-Statistik
24
Bayesian inference
24
Markov-Kette
17
Markov chain
16
Monte-Carlo-Simulation
16
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
Estimation theory
12
Schätztheorie
12
Börsenkurs
9
Option pricing theory
9
Optionspreistheorie
9
Share price
9
Induktive Statistik
7
Statistical inference
7
Australia
6
Australien
6
Bayesian Markov chain Monte Carlo
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Demand
5
Hawkes process
5
Nachfrage
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
13
Undetermined
2
Type of publication
All
Book / Working Paper
13
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Article in journal
3
Aufsatz in Zeitschrift
3
Forschungsbericht
1
more ...
less ...
Language
All
English
16
Author
All
Forbes, Catherine Scipione
16
Martin, Gael M.
14
Maneesoonthorn, Worapree
9
McCabe, Brendan Peter Martin
3
Leung, Patrick
2
Panagiotelis, Anastasios
2
Tomasetti, Nathaniel
2
Grose, Simone D.
1
Ng, Jason
1
Strickland, Chris
1
Strickland, Chris M.
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
13
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
3
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
4
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:
5
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
