//--> //--> //-->
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:"Forbes, Catherine Scipione"
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
Multivariate Hawkes process fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
7
Bayesian inference
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Bayesian Markov chain Monte Carlo
5
Börsenkurs
5
Hawkes process
5
Markov chain
5
Markov-Kette
5
Share price
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Dynamic price and volatility jumps
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
State space model
3
Stochastic volatility
3
Zustandsraummodell
3
CAPM
2
Capital income
2
Clustering
2
Dirichlet Process Mixture
2
Discretized jump diffusion model
2
Forecasting
2
Importance Sampling
2
Induktive Statistik
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
Nonparametric jump measures
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
7
Author
All
Forbes, Catherine Scipione
Sornette, Didier
30
Kitov, Ivan
23
Laan, Mark van der
14
Charness, Gary
13
Feri, Francesco
13
Meléndez-Jiménez, Miguel A.
13
Sutter, Matthias
13
Clark, Todd E.
12
Diebold, Francis X.
12
Fingleton, Bernard
12
Kitov, Oleg
12
McCracken, Michael W.
12
Swanson, Norman R.
12
Eling, Martin
11
Härdle, Wolfgang Karl
9
Wheatley, Spencer
9
Askitas, Nikos
8
Babutsidze, Zakaria
8
Hautsch, Nikolaus
8
Kim, Hyun Hak
8
Martin, Gael M.
8
Scholz, Michael
8
Zhou, Wei-Xing
8
Akerlof, George A.
7
Franses, Philip Hans
7
Hainaut, Donatien
7
Härdle, Wolfgang
7
Jang, Jiwook
7
Kilian, Lutz
7
Kunaschk, Max
7
Lang, Julia
7
Lewis, Daniel J.
7
Ley, Eduardo
7
Maneesoonthorn, Worapree
7
Mechelen, Iven
7
Melcangi, Davide
7
Newman, Carol
7
Nielsen, Jens Perch
7
Pilossoph, Laura
7
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
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:
3
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
4
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:
5
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
6
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
7
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->