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~accessRights:"free"
~isPartOf:"CAMA working paper series"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Working Paper"
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Monte-Carlo-Simulation
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Bayes-Statistik
35
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Chan, Joshua
6
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2
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ECONIS (ZBW)
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1
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
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2
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2015
Persistent link: https://www.econbiz.de/10011341627
Saved in:
3
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
4
Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg
;
Eickmeier, Sandra
-
2014
Persistent link: https://www.econbiz.de/10011341997
Saved in:
5
Corporate asset pricing models and debt contracts
Dòzsa, Martin
;
Janda, Karel
-
2015
Persistent link: https://www.econbiz.de/10011342379
Saved in:
6
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
7
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
8
Generalised density forecast combinations
Fawcett, N.
;
Kapetanios, George
;
Mitchell, J.
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010348803
Saved in:
9
Efficient Jacobian evaluations for estimating zero lower bound term structure models
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244633
Saved in:
10
Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.
;
Nason, James Michael
-
2012
Persistent link: https://www.econbiz.de/10009561198
Saved in:
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