//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov-Kette"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Dynamische Wirtschaftstheorie
Monte Carlo simulation
Monte-Carlo-Simulation
Volatility
Markov chain
4
Markov-Kette
4
Theorie
3
Theory
3
1991-1993
1
Capital income
1
Consumer behaviour
1
Decision
1
Entscheidung
1
Kapitaleinkommen
1
Kauf
1
Konsumentenverhalten
1
Portfolio selection
1
Portfolio-Management
1
Purchase
1
Sharpe ratio
1
Simulation
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
USA
1
United States
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz im Buch
Textbook
Article in journal
8
Aufsatz in Zeitschrift
8
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
3
Author
All
Bonomelli, Marco
Chib, Siddhartha
Aoki, Masanao
2
Chiarella, Carl
2
Fiaschi, Davide
2
Geweke, John
2
Johannes, Michael
2
Kang, Boda
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
1
Kozumi, Hideo
1
Koňák, Michael
1
more ...
less ...
Published in...
All
Handbook of econometrics ; Vol. 5
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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 chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->