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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Dufour, Jean-Marie"
~subject:"Decision"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Bonomelli, Marco
Chib, Siddhartha
Dufour, Jean-Marie
Sladký, Karel
3
Aoki, Masanao
2
Chiarella, Carl
2
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Econometric models in marketing
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Handbook of econometrics ; Vol. 5
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Stochastic optimization: theory and applications
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The Oxford handbook of Bayesian econometrics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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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
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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
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:
5
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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