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~person:"Bonomelli, Marco"
~person:"Cavicchioli, Maddalena"
~person:"Chib, Siddhartha"
~subject:"Capital income"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Search: subject_exact:"Markov-Kette"
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Capital income
Dynamische Wirtschaftstheorie
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Markov chain
5
Markov-Kette
5
Theorie
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Theory
4
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1991-1993
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Bonomelli, Marco
Cavicchioli, Maddalena
Chib, Siddhartha
Guidolin, Massimo
3
Aoki, Masanao
2
Billio, Monica
2
Chiarella, Carl
2
Fiaschi, Davide
2
Geweke, John
2
Johannes, Michael
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Kang, Boda
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Lavezzi, Andrea Mario
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Ahsan, Nazmul
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Anas, Jacques
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Avouyi-Dovi, Sanvi
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Bandi, Federico M.
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Bao, Yun
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Baykut, Ender
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Boscher, Hans
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Centanni, Silvia
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Choy, S. T. Boris
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Dijk, Herman K. van
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Handbook of econometrics ; Vol. 5
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
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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
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
3
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:
4
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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