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~person:"Balbus, Lukasz"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Markov chain"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
Markov chain
Monte Carlo simulation
Volatility
Markov-Kette
6
Theorie
4
Theory
4
Dynamic game
2
Dynamisches Spiel
2
Equilibrium model
2
Gleichgewichtsmodell
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Monte-Carlo-Simulation
2
Stochastic game
2
Stochastisches Spiel
2
1991-1993
1
Capital income
1
Consumer behaviour
1
Decision
1
Discounting
1
Diskontierung
1
Entscheidung
1
Game theory
1
Kapitaleinkommen
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Kauf
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Konsumentenverhalten
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Markov perfect equilibrium
1
Nichtkooperatives Spiel
1
Non-atomic transition probability
1
Noncooperative game
1
Portfolio selection
1
Portfolio-Management
1
Purchase
1
Quasi-hyperbolic discounting
1
Sharpe ratio
1
Simulation
1
Spieltheorie
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
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Aufsatz im Buch
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8
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Balbus, Lukasz
Bonomelli, Marco
Chib, Siddhartha
Blagov, Boris
4
Crépey, Stéphane
4
Guidolin, Massimo
4
Herbertsson, Alexander
4
Josephson, Jens
4
Sladký, Karel
4
Bielecki, Tomasz R.
3
Chauvet, Marcelle
3
Matros, Alexander
3
Nielsen, Steen
3
Sass, Jörn
3
Waldmann, Karl-Heinz
3
Amstad, Marlene
2
Aoki, Masanao
2
Barz, Christiane
2
Billio, Monica
2
Bode, Eckhardt
2
Chang, Yanling
2
Chiarella, Carl
2
Ciecka, James E.
2
Cui, Lirong
2
D'Amico, Guglielmo
2
De Feyter, Tim
2
Eibelshäuser, Steffen
2
Erera, Alan L.
2
Fiaschi, Davide
2
Gershwin, Stanley B.
2
Geweke, John
2
Guerry, Marie-Anne
2
Huang, Wayne W.
2
Janssen, Jacques
2
Jaśkiewicz, Anna
2
Johannes, Michael
2
Jongeneel, Roelof A.
2
Kakamu, Kazuhiko
2
Kang, Boda
2
Lavezzi, Andrea Mario
2
Lewis, Michael
2
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Dynamic games in economics : [... 12th VW, held in Vienna between May 30th and June 2nd, 2012]
1
Econometric models in marketing
1
Handbook of econometrics ; Vol. 5
1
Recent advances in game theory, optimization theory and applications
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
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ECONIS (ZBW)
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1
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
Balbus, Lukasz
;
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 573-591)
.
2020
Persistent link: https://www.econbiz.de/10012239079
Saved in:
2
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
Saved in:
3
Robust Markov perfect equilibria in a dynamic choice model with quasi-hyperbolic discounting
Balbus, Lukasz
;
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Dynamic games in economics : [... 12th VW, held in …
,
(pp. 1-22)
.
2014
Persistent link: https://www.econbiz.de/10010395306
Saved in:
4
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
Saved in:
5
Analysis of multi-category purchase incidence decisions using IRI market basket data
Chib, Siddhartha
;
Seetharaman, P. B.
;
Strijnev, Andrei
- In:
Econometric models in marketing
,
(pp. 57-92)
.
2002
Persistent link: https://www.econbiz.de/10001657506
Saved in:
6
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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