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~isPartOf:"Stochastic optimization: theory and applications"
~person:"Bandi, Federico M."
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
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Markov-Kette
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Bandi, Federico M.
Bonomelli, Marco
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Stochastic optimization: theory and applications
Handbook of econometrics ; Vol. 5
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The Oxford handbook of Bayesian econometrics
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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
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