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~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Kang, Boda"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Purchase"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
Monte Carlo simulation
Purchase
Volatility
Markov chain
6
Markov-Kette
6
Theorie
5
Theory
5
Stochastic process
3
Stochastischer Prozess
3
Volatilität
3
Monte-Carlo-Simulation
2
1991-1993
1
Capital income
1
Consumer behaviour
1
Decision
1
Entscheidung
1
Kapitaleinkommen
1
Kauf
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Konsumentenverhalten
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Portfolio selection
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Portfolio-Management
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Sharpe ratio
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Simulation
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Stochastic dominance
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Bonomelli, Marco
Chib, Siddhartha
Kang, Boda
Aoki, Masanao
2
Chiarella, Carl
2
Fiaschi, Davide
2
Geweke, John
2
Johannes, Michael
2
Lavezzi, Andrea Mario
2
Polson, Nicholas G.
2
Sass, Jörn
2
Ahsan, Nazmul
1
Bandi, Federico M.
1
Bao, Lichun
1
Bao, Yun
1
Bender, Christian
1
Boscher, Hans
1
Cabello, Alejandra
1
Casella, George
1
Centanni, Silvia
1
Choy, S. T. Boris
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Fredriksen, Dennis F.
1
Fronk, Eva-Maria
1
Giacometti, Rosella
1
Hahn, Markus
1
Harvey, Andrew C.
1
Haussmann, Ulrich G.
1
Hautsch, Nikolaus
1
Holloway, Garth John
1
Irz, Xavier
1
Jeffcoat, David E.
1
Jeljazkov, Ivan G.
1
Kakamu, Kazuhiko
1
Karnawat, Shubham
1
Keane, Michael P.
1
Kirkpinar, Aysegul
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The Oxford handbook of computational economics and finance
2
Econometric models in marketing
1
Handbook of econometrics ; Vol. 5
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
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ECONIS (ZBW)
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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
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:
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