//--> //--> //-->
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:"Shephard, Neil G."
~subject:"Bayesian inference"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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:"Brownian bridge"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bayesian inference
Stochastic process
23
Stochastischer Prozess
23
Volatility
11
Volatilität
11
Theorie
10
Theory
10
State space model
6
Time series analysis
6
Zeitreihenanalyse
6
Zustandsraummodell
6
Bayes-Statistik
5
Markov chain
4
Markov-Kette
4
Financial market
3
Finanzmarkt
3
Martingal
3
Martingale
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
2
Econometrics
2
Markov chain Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical distribution
2
Statistische Verteilung
2
Anlageverhalten
1
Background driving L´evy process
1
Bayes estimation
1
Behavioural finance
1
Deutschland
1
Estimation
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Collection of articles written by one author
Non-commercial literature
Thesis
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
5
Author
All
Shephard, Neil G.
Martin, Gael M.
10
Carriero, Andrea
9
Chan, Joshua
9
Marcellino, Massimiliano
9
Clark, Todd E.
8
Chib, Siddhartha
7
Forbes, Catherine Scipione
7
Maneesoonthorn, Worapree
6
Mertens, Elmar
6
Rodriguez, Gabriel
6
Bos, Charles S.
5
Mumtaz, Haroon
5
Grassi, Stefano
4
Pettenuzzo, Davide
4
Proietti, Tommaso
4
Timmermann, Allan
4
Consonni, Guido
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
Frazier, David T.
3
Hou, Chenghan
3
Koop, Gary
3
La Rocca, Luca
3
Lijoi, Antonio
3
Nason, James Michael
3
Prünster, Igor
3
Ravazzolo, Francesco
3
Schorfheide, Frank
3
Strachan, Rodney W.
3
Theodoridis, Konstantinos
3
Yu, Jun
3
Österholm, Pär
3
Adam, Tomáš
2
Bao Hoang Nguyen
2
Barra, Istvan
2
Beyer, Robert
2
Bianchi, Daniele
2
Chiu, Ching Wai Jeremy
2
Cúrdia, Vasco
2
more ...
less ...
Institution
All
Nuffield College
1
Published in...
All
Economics discussion papers
2
Oxford Financial Research Centre economics series
2
Mathematical finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
2
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
3
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
4
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->