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~accessRights:"free"
~isPartOf:"CESifo working papers"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"ara"
~language:"eng"
~person:"Maneesoonthorn, Worapree"
~subject:"Prognoseverfahren"
~type:"book"
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Prognoseverfahren
Bayes-Statistik
9
Bayesian inference
9
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
Börsenkurs
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Share price
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State space model
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Zustandsraummodell
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Bayesian Markov chain Monte Carlo
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Forecasting model
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Markov chain
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Markov-Kette
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Hawkes process
4
Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Zeitreihenanalyse
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CAPM
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Dynamic price and volatility jumps
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Financial crisis
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Financial market
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Finanzkrise
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Finanzmarkt
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Global financial crisis
3
Likelihood-free methods
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Nonlinear state space model
3
Nonparametric jump measures
3
Option pricing theory
3
Optionspreistheorie
3
Price jump tests
3
Stochastic volatility
3
Bayesian prediction
2
Capital income
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Arbeitspapier
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Maneesoonthorn, Worapree
Hyndman, Rob J.
63
Athanasopoulos, George
30
Martin, Gael M.
18
Lehmann, Robert
14
Snyder, Ralph D.
12
Lahiri, Kajal
11
Frazier, David T.
10
Panagiotelis, Anastasios
10
Koehler, Anne B.
9
Pesaran, M. Hashem
9
Wohlrabe, Klaus
9
Vahid, Farshid
8
Gao, Jiti
7
Baumeister, Christiane
6
Loiza-Maya, Ruben
6
Ord, John Keith
6
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Gamakumara, Puwasala
5
Kourentzes, Nikolaos
5
McCabe, Brendan Peter Martin
5
Shang, Han Lin
5
Anderson, Heather M.
4
Booth, Heather
4
Caporale, Guglielmo Maria
4
Koo, Bonsoo
4
Poskitt, Donald Stephen
4
Timmermann, Allan
4
Carstensen, Kai
3
Dovern, Jonas
3
Forbes, Catherine Scipione
3
Green, Kesten C.
3
Harris, David
3
Kang, Yanfei
3
Kilian, Lutz
3
King, Maxwell L.
3
Linton, Oliver
3
Milani, Fabio
3
Reif, Magnus
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CESifo working papers
Working paper / Department of Econometrics and Business Statistics, Monash University
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Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
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2023
Persistent link: https://www.econbiz.de/10014315412
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2
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
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3
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
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4
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
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5
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
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