//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Robert, Christian P."
~person:"Chen, Cathy W. S."
~person:"Kohn, Robert"
~person:"Koop, Gary"
~person:"Martin, Gael M."
~source:"econis"
~subject:"Markov-Kette"
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
Search: subject_exact:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Monte Carlo simulation
67
Monte-Carlo-Simulation
67
Markov chain
50
Theorie
48
Theory
48
Bayes-Statistik
42
Bayesian inference
42
Estimation theory
13
Schätztheorie
13
Volatility
13
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Estimation
10
Schätzung
10
State space model
10
Stochastic process
10
Stochastischer Prozess
10
Zustandsraummodell
10
Sampling
9
Stichprobenerhebung
9
VAR model
9
VAR-Modell
9
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Bayesian Markov chain Monte Carlo
6
Statistical distribution
6
Statistische Verteilung
6
Capital income
5
Cointegration
5
Großbritannien
5
Hawkes process
5
Kapitaleinkommen
5
Kointegration
5
Risikomaß
5
Risk measure
5
Stochastic volatility
5
more ...
less ...
Online availability
All
Free
25
Undetermined
6
Type of publication
All
Book / Working Paper
35
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Article in journal
16
Aufsatz in Zeitschrift
16
Amtsdruckschrift
7
Government document
7
Forschungsbericht
2
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
51
Author
All
Robert, Christian P.
Chen, Cathy W. S.
Kohn, Robert
Koop, Gary
Martin, Gael M.
Dijk, Herman K. van
20
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Omori, Yasuhiro
12
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bos, Charles S.
8
Pamminger, Christoph
8
Shevchenko, Pavel V.
8
Bauwens, Luc
7
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
McAleer, Michael
7
Nakajima, Jouchi
7
Dimitrakopoulos, Stefanos
6
Fischer, Manfred M.
6
Hoogerheide, Lennart F.
6
Maneesoonthorn, Worapree
6
Nakatsuma, Teruo
6
Quiroz, Matias
6
more ...
less ...
Institution
All
University of Strathclyde / Department of Economics
2
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of econometrics
5
Strathclyde discussion papers in economics
4
Sveriges Riksbank working paper series
4
Journal of forecasting
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
CAMA working paper series
1
Computational economics
1
Econometric Institute research papers
1
Econometric reviews
1
GRIPS discussion papers
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Riksbank Research Paper Series
1
SSE EFI working paper series in economics and finance
1
Springer texts in statistics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
5
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
6
On Some Properties of Markov Chain Monte Carlo Simulation Methods Based on the Particle Filter
Pitt, Michael K.
-
2019
Andrieu et al. (2010) prove that Markov chain Monte Carlo samplers still converge to the correct posterior distribution of the model parameters when the likelihood is estimated by the particle filter (with a finite number of particles) is used instead of the likelihood. A critical issue for...
Persistent link: https://www.econbiz.de/10012870345
Saved in:
7
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
8
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:
9
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->