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person:"Lesage, James P."
subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Czellar, Veronika"
~person:"Zhang, Xibin"
~subject:"Bayes-Statistik"
~subject:"MCMC estimation"
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Prognoseverfahren
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MCMC estimation
Estimation theory
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Lesage, James P.
Audrino, Francesco
Czellar, Veronika
Zhang, Xibin
Gallant, A. Ronald
2
Amengual, Dante
1
Caldeira, João F.
1
Calvet, Laurent E.
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Corsi, Fulvio
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Francq, Christian
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Geweke, John
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Horváth, Lajos
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Kim, Chae-yŏng
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Trojani, Fabio
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Wei, Wei
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Working papers in regional science
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Working papers on finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Econometric reviews
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Econometrics : open access journal
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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International regional science review
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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2
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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