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~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Sequential Monte Carlo"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
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Herbst, Edward P.
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2014
Persistent link: https://www.econbiz.de/10010497164
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
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Schaumburg, Ernst
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2009
Persistent link: https://www.econbiz.de/10003909988
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