//--> //--> //-->
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:"Chan, Joshua"
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:"Monte Carlo method"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Estimation
4
Estimation theory
4
Markov chain
4
Markov-Kette
4
Schätztheorie
4
Schätzung
4
State space model
4
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Zeitreihenanalyse
4
Zustandsraummodell
4
Bayes-Statistik
3
Bayesian inference
3
Co-heteroscedasticity
3
Flexible Parametric Model
3
Gibbs Sampling
3
Markov Chain Monte Carlo
3
Multivariate Analyse
3
Multivariate analysis
3
Particle Filter
3
Volatility
3
Volatilität
3
alternating-order
3
reparameterization
3
state-space
3
Bayes
1
Bayesian
1
Bayesian model comparison
1
Börsenkurs
1
Capital market returns
1
DIC
1
Kapitalmarktrendite
1
MCMC
1
Markov chain Monte Carlo
1
Nichtlineare Regression
1
Nichtparametrisches Verfahren
1
Nonlinear regression
1
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
more ...
less ...
Language
All
English
6
Author
All
Chan, Joshua
Koopman, Siem Jan
49
Dijk, Herman K. van
45
Joshi, Mark S.
42
Kapetanios, George
38
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
32
Reed, W. Robert
32
McAleer, Michael
29
Dufour, Jean-Marie
23
Zhang, Xibin
20
Asai, Manabu
18
Schorfheide, Frank
18
Casarin, Roberto
17
Chib, Siddhartha
17
Frühwirth-Schnatter, Sylvia
17
Hoogerheide, Lennart
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Stentoft, Lars
17
Koop, Gary
16
Martin, Gael M.
16
Ravazzolo, Francesco
16
Dijk, Dick van
15
Kohn, Robert
15
Peters, Gareth
15
Scaillet, Olivier
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
Westerlund, Joakim
15
Caporale, Guglielmo Maria
14
Chiarella, Carl
14
Forbes, Catherine Scipione
14
Lechner, Michael
14
Pfaffermayr, Michael
14
Urga, Giovanni
14
Weber, Andrea
14
Bos, Charles S.
13
Gil-Alaña, Luis A.
13
Herbst, Edward P.
13
Huber, Martin
13
more ...
less ...
Published in...
All
CAMA working paper series
2
GRIPS discussion papers
2
Journal of econometrics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
4
An alternate parpameterization for Bayesian nonparametric/semiparametric regression
Tobias, Justin L.
;
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012244166
Saved in:
5
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
6
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->