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person:"Robert, Christian P."
~person:"Kohn, Robert"
~person:"Martin, Gael M."
~subject:"Chain ladder"
~subject:"Cointegration"
~subject:"Stochastic volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Chain ladder
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Robert, Christian P.
Kohn, Robert
Martin, Gael M.
Gabriel, Vasco J.
4
Trenkler, Carsten
3
Westerlund, Joakim
3
Asai, Manabu
2
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ECONIS (ZBW)
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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:
2
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
3
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:
4
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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