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~accessRights:"restricted"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Kumar, Nanda"
~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
Monte Carlo simulation
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Markov chain
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Markov-Kette
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Bonomelli, Marco
Chib, Siddhartha
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Advances in National Brand and Private Label Marketing : 10th International Conference, 2023
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
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Modeling heterogeneity in choice models, household level vs. intra-household heterogeneity in reference price effects : should national brands care?
Pahwa, Parneet
;
Kumar, Nanda
;
Murthi, B. P. S.
- In:
Advances in National Brand and Private Label Marketing …
,
(pp. 3-12)
.
2023
Persistent link: https://www.econbiz.de/10014289817
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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
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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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