//--> //--> //-->
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
subject:"Volatilität"
type_genre:"Working Paper"
~accessRights:"free"
~isPartOf:"GRIPS discussion papers"
~subject:"Monte Carlo simulation"
~subject:"USA"
~type_genre:"Festschrift"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Monte Carlo simulation
USA
Estimation theory
9
Schätztheorie
9
Volatility
7
Stochastic process
6
Stochastischer Prozess
6
Gibbs Sampling
4
Markov Chain Monte Carlo
4
Markov chain
4
Markov-Kette
4
Monte-Carlo-Simulation
4
Particle Filter
4
Bayes-Statistik
2
Bayesian inference
2
Co-heteroscedasticity
2
Estimation
2
Euler Acceleration
2
Flexible Parametric Model
2
Flexible Parametric Models
2
Hypergeometric Function
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtlineare Regression
2
Nonlinear regression
2
Parallel Computing
2
Particle Filters
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
State space model
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
alternating-order
2
reparameterization
2
state-space
2
ARCH model
1
ARCH-Modell
1
Bandwidth selection
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Working Paper
Festschrift
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Language
All
English
7
Author
All
Leon-Gonzalez, Roberto
4
León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
2
Strachan, Rodney W.
2
Baiaman, Elnura
1
more ...
less ...
Published in...
All
GRIPS discussion papers
Discussion paper / Tinbergen Institute
35
CREATES research paper
27
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Discussion paper series / IZA
19
Working paper / National Bureau of Economic Research, Inc.
17
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Working papers
11
CESifo working papers
10
SFB 649 discussion paper
10
KBI
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working paper
8
Discussion paper
7
Discussion paper series
7
CORE discussion papers : DP
6
Documento de trabajo
6
ERID working paper
6
Finance and economics discussion series
6
Working papers / Rutgers University, Department of Economics
6
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
Staff reports / Federal Reserve Bank of New York
5
Série des documents de travail
5
Cowles Foundation discussion paper
4
Discussion paper / Deutsche Bundesbank
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Economics working paper
4
NBER working paper series
4
Sveriges Riksbank working paper series
4
Technical working paper / National Bureau of Economic Research
4
BLS working papers
3
Cahiers du Département d'Econométrie
3
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
3
Federal Reserve Bank of Cleveland working paper series
3
Finmap working paper
3
Global COE Hi-Stat discussion paper series
3
NCER working paper series
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimation of nonlinear DSGE models through Laplace based solutions
Baiaman, Elnura
;
Leon-Gonzalez, Roberto
-
2024
Persistent link: https://www.econbiz.de/10015051301
Saved in:
3
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
4
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:
5
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->