//--> //--> //-->
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
~subject:"Theorie"
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: person:"Trojan, Sebastian"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Markov chain Monte Carlo
6
particle filter
6
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
block sampler
4
non-Gaussian and nonlinear state space model
4
regime switching
4
Estimation
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
State space model
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Zustandsraummodell
3
Cholesky decomposition
2
Generalized Hyperbolic skew Student-t distribution
2
Multivariate stochastic volatility
2
Statistical distribution
2
Statistische Verteilung
2
Theory
2
adaptive Metropolis
2
cross leverage
2
dynamic correlation
2
event time
2
generalized gamma distribution
2
mixing distribution
2
negative binomial distribution
2
nonlinear state space model
2
realized volatility
2
stochastic conditional duration
2
tick data
2
Bayes-Statistik
1
Bayesian inference
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Trojan, Sebastian
2
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
2
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->