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
~accessRights:"free"
~isPartOf:"Tinbergen Institute Discussion Paper 14-118/III"
~person:"Alòs, Elisa"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
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
Sectoral R&D intensity and Exc...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Bayes-Statistik
1
Bayesian inference
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
State space model
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Alòs, Elisa
Koopman, Siem Jan
McAleer, Michael
Barra, Istvan
1
Hoogerheide, Lennart F.
1
Lucas, Andre
1
Published in...
All
Tinbergen Institute Discussion Paper 14-118/III
Discussion paper / Tinbergen Institute
34
Econometric Institute research papers
10
Working paper
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Risks : open access journal
2
Barcelona GSE working paper series : working paper
1
CARF working paper
1
Econometrics : open access journal
1
Journal of risk and financial management : JRFM
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tinbergen Institute Discussion Paper 14-071/III
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, Istvan
-
2016
evidence for stochastic intensity and stochastic
volatility
models based on Ornstein-Uhlenbeck processes. For our empirical …
Persistent link: https://www.econbiz.de/10013005987
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
