//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Maneesoonthorn, Worapree"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Statistik"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
10
Bayesian inference
10
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Share price
7
Theorie
7
Theory
7
Bayesian Markov chain Monte Carlo
6
Markov chain
6
Markov-Kette
6
State space model
6
Zustandsraummodell
6
Forecasting model
5
Hawkes process
5
Prognoseverfahren
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
Nonparametric statistics
4
Stochastic volatility
4
CAPM
3
Nonparametric jump measures
3
Option pricing theory
3
Optionspreistheorie
3
Price jump tests
3
Time series analysis
3
Zeitreihenanalyse
3
Bayesian prediction
2
Capital income
2
Discretized jump diffusion model
2
more ...
less ...
Online availability
All
Free
11
Undetermined
1
Type of publication
All
Book / Working Paper
11
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
12
Author
All
Maneesoonthorn, Worapree
Gao, Jiti
83
Robert, Christian P.
45
Martin, Gael M.
40
Forbes, Catherine Scipione
24
Peng, Bin
24
Zhang, Xibin
21
Hyndman, Rob J.
17
Frazier, David T.
16
King, Maxwell L.
14
Poskitt, Donald Stephen
14
Rousseau, Judith
13
Gouriéroux, Christian
11
Koop, Gary
11
Linton, Oliver
11
Yan, Yayi
11
Dong, Chaohua
10
Li, Degui
10
Cheng, Tingting
9
Phillips, Peter C. B.
9
Anderson, Heather M.
8
Bertail, Patrice
8
Patilea, Valentin
8
Silvapulle, Mervyn J.
8
Silvapulle, Paramsothy
8
Yang, Yanrong
8
D'Haultfœuille, Xavier
7
Dufour, Jean-Marie
7
Feng, Guohua
7
Fermanian, Jean-David
7
Février, Philippe
7
Grose, Simone D.
7
Loiza-Maya, Ruben
7
Monfort, Alain
7
Panagiotelis, Anastasios
7
Clark, Todd E.
6
Gong, Xiaodong
6
Huber, Florian
6
Marcellino, Massimiliano
6
Shang, Han Lin
6
more ...
less ...
Published in...
All
International economic review
Journal of applied econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
3
Journal of econometrics
2
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
4
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
5
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
6
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
9
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->