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Search: subject:"Monte Carlo Markov Chain"
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Monte Carlo Markov chain
12
Markov chain
11
Markov-Kette
10
Bayesian inference
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Bayes-Statistik
6
Monte Carlo Markov Chain
5
Volatility
5
Volatilität
5
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4
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4
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3
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3
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3
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3
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3
Stochastischer Prozess
3
Bayesian analysis
2
Bayesian econometrics
2
Customer churn
2
Customer relationship management
2
Customer retention
2
Error augmentation
2
Hierarchical Bayesian estimation
2
M-estimators
2
Monte Carlo Markov Chain Algorithm
2
Monte Carlo Markov Chain algorithm
2
Monte Carlo Markov Chain methods
2
Nonparametric Regressions
2
Regression analysis
2
Regressionsanalyse
2
Simultaneous probit model
2
Stochastic volatility
2
Stochastic volatility models
2
Weibull distribution
2
asymmetric information
2
bayesianestimation
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call market
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heavy-tailedness
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Free
13
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Article
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Balachander, Subramanian
2
Brünner, Tobias
2
Casarin, Roberto
2
Causado, Edwin
2
Gao, Jiti
2
Ghosh, Bikram
2
Hong, Han
2
Huang, Jing-Zhi
2
Mercado, Hugo
2
Vargas-Sánchez, Jhon Jairo
2
Xu, Li
2
Benbachir, Anass
1
Billari, Francesco
1
Borgoni, Riccardo
1
Bormetti, Giacomo
1
Corsi, Fulvio
1
Dupret, Jean-Loup
1
Fonseca, Thais
1
Forgione, Antonio Fabio
1
Furlan, Claudia
1
Gamerman, Dani
1
Hainaut, Donatien
1
Helfand, Steven
1
Hu, Ling
1
Hwang, Chii-Ruey
1
Kelemen, Arpad
1
Khudnitskaya, Alesia S.
1
Lambert, Dayton M.
1
Lambert, Lixia H.
1
Liang, Yulan
1
Lincoln, William F.
1
Livieri, Giulia
1
Martins, Thiago G.
1
McCallum, Andrew H.
1
Migliardo, Carlo
1
Migon, Hélio S.
1
Moreira, Ajax
1
Moreira, Ajax R. B.
1
Paez, Marina S.
1
Prasanna, P. Krishna
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Department of Econometrics and Business Statistics, Monash Business School
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Instituto de Pesquisa Econômica Aplicada (IPEA), Government of Brazil
1
William Davidson Institute, University of Michigan
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MPRA Paper
2
Computational Statistics & Data Analysis
1
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Discussion Papers / Instituto de Pesquisa Econômica Aplicada (IPEA), Government of Brazil
1
Finance research letters
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Multivariate Analysis
1
Journal of Productivity Analysis
1
Journal of agricultural and applied economics : JAEE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of modelling in management
1
LEAF Working Paper Series
1
LEAF working paper series : Lincoln economics and finance
1
Monash Econometrics and Business Statistics Working Papers
1
Quantitative Marketing and Economics
1
Quantitative marketing and economics : QME
1
Quarterly Journal of Finance (QJF)
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
Revista de Métodos Cuantitativos para la Economía y la Empresa
1
Revista de métodos cuantitativos para la economía y la empresa
1
Statistical Applications in Genetics and Molecular Biology
1
Statistical Methods and Applications
1
The quarterly journal of finance
1
William Davidson Institute Working Papers Series
1
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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RePEc
15
ECONIS (ZBW)
11
EconStor
2
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1
Public willingness to pay for farmer adoption of best management practices
Lambert, Lixia H.
;
Lambert, Dayton M.
;
Ripberger, Joseph T.
- In:
Journal of agricultural and applied economics : JAEE
54
(
2022
)
2
,
pp. 224-241
Persistent link: https://www.econbiz.de/10013341833
Saved in:
2
Estimation Procedure for "Price Formation in Call Auctions with Insider Information"
Brünner, Tobias
-
2021
This note provides the details of the estimation procedure in Brünner (2019). In Section 2 we derive the posterior distribution. Section 3 describes the MCMC algorithm used to obtain draws from the posterior distribution and in Section 4 we present the method for our model check. We conclude...
Persistent link: https://www.econbiz.de/10012507898
Saved in:
3
Estimation procedure for "price formation in call actions with insider information"
Brünner, Tobias
-
2021
This note provides the details of the estimation procedure in Br¨unner (2019). In Section 2 we derive the posterior distribution. Section 3 describes the MCMC algorithm used to obtain draws from the posterior distribution and in Section 4 we present the method for our model check. We conclude...
Persistent link: https://www.econbiz.de/10012507949
Saved in:
4
Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (
Monte
Carlo
Markov
Chain
) algorithm
Zakaria, Firano
;
Benbachir, Anass
- In:
Journal of modelling in management
18
(
2023
)
5
,
pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
Saved in:
5
Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s
Vargas-Sánchez, Jhon Jairo
;
Causado, Edwin
;
Mercado, Hugo
- In:
Revista de Métodos Cuantitativos para la Economía y …
30
(
2020
),
pp. 142-162
of parameters was performed with the Bayesian method
Monte
Carlo
Markov
chain
, specifically the Gibbs sampler. The …
Persistent link: https://www.econbiz.de/10014494440
Saved in:
6
Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s
Vargas-Sánchez, Jhon Jairo
;
Causado, Edwin
;
Mercado, Hugo
- In:
Revista de métodos cuantitativos para la economía y …
30
(
2020
),
pp. 142-162
of parameters was performed with the Bayesian method
Monte
Carlo
Markov
chain
, specifically the Gibbs sampler. The …
Persistent link: https://www.econbiz.de/10012436976
Saved in:
7
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
8
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
9
Core Inflation: Robust Common Trend Model Forecasting
Moreira, Ajax R. B.
;
Migon, Hélio S.
-
Instituto de Pesquisa Econômica Aplicada (IPEA), …
-
2015
stochastic simulation techniques, MCMC -
Monte
Carlo
Markov
Chain
. Di®erent models will be compared using the minimum posterior …
Persistent link: https://www.econbiz.de/10011268172
Saved in:
10
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
1
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