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type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"GRIPS discussion papers"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Bayes-Statistik
Volatilität
Estimation theory
51
Schätztheorie
51
Volatility
11
ARCH model
10
ARCH-Modell
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Regression analysis
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Regressionsanalyse
8
Stochastic process
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Stochastischer Prozess
8
Correlation
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Time series analysis
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Zeitreihenanalyse
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Linear algebra
5
Lineare Algebra
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Markov chain
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Markov-Kette
5
Multivariate Analyse
5
Multivariate analysis
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Estimation
4
Gibbs Sampling
4
Markov Chain Monte Carlo
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
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Monte-Carlo-Simulation
4
Particle Filter
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Schätzung
4
Analysis of variance
3
Bayesian inference
3
Causality analysis
3
Kausalanalyse
3
Nichtlineare Regression
3
Nonlinear regression
3
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3
Statistischer Fehler
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Graue Literatur
Collection of articles of several authors
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12
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English
12
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Leon-Gonzalez, Roberto
4
Bauwens, Luc
3
León-González, Roberto
3
Chan, Joshua
2
Doucet, Arnaud
2
Hafner, Christian M.
2
Majoni, Blessings
2
Preminger, Arie
2
Strachan, Rodney W.
2
Baiaman, Elnura
1
Korobilis, Dimitris
1
Otranto, Edoardo
1
Xu, Yongdeng
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CORE discussion papers : DP
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Discussion paper / Tinbergen Institute
33
Working paper / Department of Econometrics and Business Statistics, Monash University
25
CREATES research paper
17
Working paper
15
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13
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11
SFB 649 discussion paper
11
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10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
CESifo working papers
9
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Sveriges Riksbank working paper series
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9
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8
Working paper / National Bureau of Economic Research, Inc.
8
Cambridge working papers in economics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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7
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6
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5
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KBI
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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
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
8
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
9
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
10
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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