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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"GRIPS discussion papers"
~subject:"Volatility"
~subject:"state-space"
~type_genre:"Working Paper"
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Kapitaleinkommen
Statistical theory
Volatility
state-space
Estimation theory
11
Schätztheorie
11
Stochastic process
6
Stochastischer Prozess
6
Volatilität
6
Gibbs Sampling
4
Markov Chain Monte Carlo
4
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
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Monte-Carlo-Simulation
4
Particle Filter
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Regression analysis
4
Regressionsanalyse
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Bayes-Statistik
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Bayesian inference
2
Co-heteroscedasticity
2
Estimation
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Euler Acceleration
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Flexible Parametric Model
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Flexible Parametric Models
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Hypergeometric Function
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Multivariate Analyse
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Multivariate analysis
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Parallel Computing
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Particle Filters
2
Schätzung
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State space model
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
alternating-order
2
reparameterization
2
Allgemeines Gleichgewicht
1
Bandwidth selection
1
Cointegration
1
Forecasting model
1
Fuzzy sets
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Working Paper
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English
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Leon-Gonzalez, Roberto
3
León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
2
Strachan, Rodney W.
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GRIPS discussion papers
Discussion paper / Tinbergen Institute
35
CREATES research paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical working paper / National Bureau of Economic Research
14
SFB 649 discussion paper
13
Working paper / National Bureau of Economic Research, Inc.
13
CORE discussion paper : DP
12
Working paper
12
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Center for Economic Research, Tilburg University
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working papers
9
Working papers in economics and econometrics
9
Staff working paper / Bank of Canada
8
Working paper series
8
Discussion paper
7
Research paper series / Swiss Finance Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers / CEPR
6
Discussion papers in economics
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Documento de trabajo
6
International finance discussion papers
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CESifo working papers
5
CORE discussion papers : DP
5
Cowles Foundation discussion paper
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Finance and economics discussion series
5
KBI
5
Working papers / Rodney L. White Center for Financial Research
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / A
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
ERID working paper
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ECONIS (ZBW)
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1
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
2
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
4
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
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