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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Guidolin, Massimo"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
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Markov-Kette
8
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Bonomelli, Marco
Chib, Siddhartha
Guidolin, Massimo
Aoki, Masanao
2
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2
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Time-series methods and applications
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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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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
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:
3
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
Saved in:
4
Markov switching models in empirical finance
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698156
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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