//--> //--> //-->
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:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Kohn, Robert"
~person:"Scaillet, Olivier"
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:"Monte Carlo method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Stochastic volatility
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Asymmetry
2
Estimation theory
2
Long memory
2
Schätztheorie
2
Simulation
2
Stochastic process
2
Stochastische Volatilität
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Asymptotic distribution
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Capital market returns
1
Correlation
1
Dynamic covariance matrix
1
Finite sample properties
1
Forecasting performance
1
Higher-moment spillovers
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Korrelation
1
Markov chain
1
Markov-Kette
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Particle filters
1
Particle marginal Metropolis-Hastings
1
Realized conditional covariances
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Asai, Manabu
Kohn, Robert
Scaillet, Olivier
Chib, Siddhartha
6
Dijk, Herman K. van
5
Li, Yong
5
Yu, Jun
5
Dufour, Jean-Marie
4
Khalaf, Lynda
4
Koop, Gary
4
Koopman, Siem Jan
4
Hong, Han
3
Zeng, Tao
3
Bauwens, Luc
2
Chang, Chia-Lin
2
Clark, Todd E.
2
Fulop, Andras
2
Gallant, A. Ronald
2
Gregory, Allan W.
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Horowitz, Joel
2
Kalli, Maria
2
Kapetanios, George
2
King, Maxwell L.
2
Kristensen, Dennis
2
Kumbhakar, Subal
2
Li, Junye
2
McAleer, Michael
2
Mitchell, James
2
Mroz, Thomas A.
2
Munkin, Murat K.
2
Schorfheide, Frank
2
Shephard, Neil G.
2
Trivedi, Pravin K.
2
Tsionas, Efthymios G.
2
Urga, Giovanni
2
Windmeijer, Frank
2
Ahsan, Nazmul
1
Akram, Muhammad
1
Allen, Jason
1
more ...
less ...
Published in...
All
Journal of econometrics
Sveriges Riksbank working paper series
6
Econometric Institute research papers
5
Discussion paper / Tinbergen Institute
4
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Computational economics
1
Documents de travail / THEMA
1
Econometric reviews
1
FAME research paper series
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Riksbank Research Paper Series
1
SSE EFI working paper series in economics and finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
4
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
5
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->