//--> //--> //--> //-->
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:"Forbes, Catherine Scipione"
~person:"Westerlund, Joakim"
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-Simulation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
30
Monte-Carlo-Simulation
29
Bayes-Statistik
13
Bayesian inference
13
Cointegration
12
Kointegration
12
Theorie
11
Theory
11
Markov chain
9
Markov-Kette
9
Panel
9
Panel study
9
State space model
9
Volatility
9
Volatilität
9
Zustandsraummodell
9
Monte Carlo Simulation
7
Stochastic process
7
Stochastischer Prozess
7
Bayesian Markov chain Monte Carlo
6
Börsenkurs
6
Estimation
6
Schätzung
6
Share price
6
Hawkes process
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
Nonparametric statistics
4
Statistical test
4
Statistischer Test
4
Stochastic volatility
4
Cross-Sectional Dependence
3
Einheitswurzeltest
3
Forecasting model
3
more ...
less ...
Online availability
All
Free
21
Undetermined
2
Type of publication
All
Book / Working Paper
30
Article
8
Type of publication (narrower categories)
All
Working Paper
23
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Article in journal
7
Aufsatz in Zeitschrift
7
Forschungsbericht
1
more ...
less ...
Language
All
English
30
Undetermined
8
Author
All
Forbes, Catherine Scipione
Westerlund, Joakim
Koopman, Siem Jan
55
Dijk, Herman K. van
45
Joshi, Mark S.
42
Pesaran, M. Hashem
39
Kapetanios, George
38
Reed, W. Robert
34
Tsionas, Efthymios G.
34
McAleer, Michael
29
Dufour, Jean-Marie
23
Pfaffermayr, Michael
21
Stentoft, Lars
19
Zhang, Xibin
19
Asai, Manabu
18
Bos, Charles S.
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
Klein, Martin
17
Scaillet, Olivier
17
Schoenmakers, John
17
Belomestny, Denis
16
Chiarella, Carl
16
Koop, Gary
16
Martin, Gael M.
16
Oberhofer, Harald
16
Ravazzolo, Francesco
16
Urga, Giovanni
16
Caporale, Guglielmo Maria
15
Dijk, Dick van
15
Kohn, Robert
15
Lucas, André
15
Peters, Gareth
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
more ...
less ...
Institution
All
Nationalekonomiska Institutionen, Ekonomihögskolan
7
Nationalekonomiska Institutionen <Lund>
5
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan
7
Working paper / Department of Economics, Lund University
7
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
2
Econometric Reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of econometrics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
The journal of futures markets
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
8
EconStor
1
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
7
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->