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~accessRights:"free"
~person:"Maneesoonthorn, Worapree"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Börsenkurs
Kapitaleinkommen
Theorie
Bayesian Markov chain Monte Carlo
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Nonlinear state space model
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Stochastic process
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Stochastic volatility
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Stochastischer Prozess
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Dynamic price and volatility jumps
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asymptotic sufficiency
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latent diffusion models
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stochastic volatility
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unscented Kalman filter
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Maneesoonthorn, Worapree
Koopman, Siem Jan
17
Bos, Charles S.
13
McAleer, Michael
10
Mumtaz, Haroon
10
Asai, Manabu
9
Shin, Minchul
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Clark, Todd E.
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Huber, Florian
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Martin, Gael M.
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Koop, Gary
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Poon, Aubrey
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Carriero, Andrea
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Chan, Joshua
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Diebold, Francis X.
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Karlsson, Sune
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Marcellino, Massimiliano
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Rodriguez, Gabriel
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Schorfheide, Frank
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Branger, Nicole
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Hol Uspensky, Eugenie
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Hou, Chenghan
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Mahieu, Ronald J.
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Nguyen, Hoang
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Ravazzolo, Francesco
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Tauchen, George Eugene
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Österholm, Pär
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Cross, Jamie
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Escobar, Marcos
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Forbes, Catherine Scipione
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Frazier, David T.
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Hautsch, Nikolaus
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Loiza-Maya, Ruben
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Ooms, Marius
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Platen, Eckhard
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Theodoridis, Konstantinos
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Uzeda, Luis
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
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2020
Persistent link: https://www.econbiz.de/10012610795
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2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
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2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
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3
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
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2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
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