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~accessRights:"restricted"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~source:"econis"
~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
Volatility
Zeitreihenanalyse
Markov chain
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Markov-Kette
2
Theorie
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Capital income
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Sharpe ratio
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Bonomelli, Marco
Chib, Siddhartha
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Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
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ECONIS (ZBW)
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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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2
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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