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person:"Robert, Christian P."
~person:"Chen, Cathy W. S."
~person:"Kohn, Robert"
~person:"Martin, Gael M."
~person:"Misra, Sanjog"
~subject:"Markov-Kette"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Monte-Carlo-Methode"
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Markov-Kette
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Robert, Christian P.
Chen, Cathy W. S.
Kohn, Robert
Martin, Gael M.
Misra, Sanjog
Tsionas, Efthymios G.
17
Li, Yong
9
Chib, Siddhartha
8
Gerlach, Richard
8
Yu, Jun
7
Dimitrakopoulos, Stefanos
6
Frühwirth-Schnatter, Sylvia
6
Omori, Yasuhiro
5
Shevchenko, Pavel V.
5
Wang, Chao
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Zhang, Xibin
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4
Kakamu, Kazuhiko
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Kalli, Maria
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Koop, Gary
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Lesage, James P.
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Nakatsuma, Teruo
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Damien, Paul
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Fulop, Andras
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Griffin, Jim E.
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3
Koopman, Siem Jan
3
Liu, Jun S.
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Men, Zhongxian
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Peters, Gareth W.
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Rodrigues, Paulo Jorge Maurício
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Seeger, Norman
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Solibakke, Per Bjarte
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Verhofen, Michael
3
Wang, Nianling
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ECONIS (ZBW)
15
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1
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
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2
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:
3
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:
4
Scalable target marketing : distributed Markov chain Monte Carlo for Bayesian hierarchical models
Bumbaca, Federico
;
Misra, Sanjog
;
Rossi, Peter E.
- In:
Journal of marketing research
57
(
2020
)
6
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10012391103
Saved in:
5
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:
6
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
7
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
8
A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Peters, Gareth W.
;
Dong, Alice X. D.
;
Kohn, Robert
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 258-278
Persistent link: https://www.econbiz.de/10010470006
Saved in:
9
Markov chain Monte Carlo for incomplete information discrete games
Misra, Sanjog
- In:
Quantitative marketing and economics : QME
11
(
2013
)
1
,
pp. 117-153
Persistent link: https://www.econbiz.de/10009744663
Saved in:
10
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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