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~accessRights:"restricted"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Guérin, Pierre"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
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Markov chain
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Markov-Kette
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Bonomelli, Marco
Chib, Siddhartha
Guérin, Pierre
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Essays in honour of Fabio Canova
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Stochastic optimization: theory and applications
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The Oxford handbook of Bayesian econometrics
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Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
3
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
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