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~person:"Bender, Christian"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Geweke, John"
~subject:"Decision"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Bender, Christian
Bonomelli, Marco
Chib, Siddhartha
Geweke, John
Sladký, Karel
3
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2
Chiarella, Carl
2
Fiaschi, Davide
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Econometric models in marketing
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Handbook of econometrics ; Vol. 5
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Handbook of economic forecasting ; Vol. 1
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Numerical methods in finance : Bordeaux, June 2010
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Stochastic optimization: theory and applications
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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
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2
Least-squares Monte Carlo for backward SDEs
Bender, Christian
;
Steiner, Jessica
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 257-289)
.
2012
Persistent link: https://www.econbiz.de/10009577192
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3
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
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4
Bayesian forecasting
Geweke, John
;
Whiteman, Charles H.
-
2006
Persistent link: https://www.econbiz.de/10003338386
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:
7
Mixture of normals probit models
Geweke, John
;
Keane, Michael P.
- In:
Analysis of panels and limited dependent variable …
,
(pp. 49-78)
.
1999
Persistent link: https://www.econbiz.de/10001445100
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