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~person:"Bandi, Federico M."
~person:"Bonomelli, Marco"
~person:"Chiarella, Carl"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Nonparametric statistics"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Search: subject_exact:"Markov-Kette"
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Dynamische Wirtschaftstheorie
Monte Carlo simulation
Nonparametric statistics
Volatility
Markov chain
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Markov-Kette
7
Theorie
6
Theory
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Volatilität
4
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3
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1991-1993
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Bandi, Federico M.
Bonomelli, Marco
Chiarella, Carl
Chib, Siddhartha
Aoki, Masanao
2
Fiaschi, Davide
2
Geweke, John
2
Johannes, Michael
2
Kang, Boda
2
Lavezzi, Andrea Mario
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The Oxford handbook of computational economics and finance
2
Handbook of econometrics ; Vol. 5
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
Tools and techniques
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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
Persistent link: https://www.econbiz.de/10012290845
Saved in:
2
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
3
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
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
Nonstationary continuous-time processes
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003900634
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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