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~person:"Martin, Gael M."
~subject:"Bayesian inference"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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Bayesian inference
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Martin, Gael M.
Clark, Todd E.
14
Mumtaz, Haroon
14
Carriero, Andrea
12
Marcellino, Massimiliano
12
Bos, Charles S.
10
Koopman, Siem Jan
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Hou, Chenghan
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Huber, Florian
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Karlsson, Sune
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Lord, Roger
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Nason, James Michael
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Ravazzolo, Francesco
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Österholm, Pär
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Aastveit, Knut Are
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Filipović, Damir
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Hol Uspensky, Eugenie
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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:
2
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
3
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
4
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:
5
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:
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