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~subject:"Bayes-Statistik"
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Model Selection Criteria for S...
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Bayes-Statistik
China
29
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26
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Forbes, Catherine Scipione
26
Martin, Gael M.
15
Maneesoonthorn, Worapree
8
Blasques, Francisco
2
Fenech, Jean-Pierre
2
Grose, Simone D.
2
Koopman, Siem Jan
2
Leung, Patrick
2
Lucas, André
2
Martin, Vance
2
McCabe, Brendan Peter Martin
2
Panagiotelis, Anastasios
2
Tomasetti, Nathaniel
2
Vaz, John
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Wang, Hong
2
Wright, Jill
2
Łasak, Katarzyna
2
Anderson, Heather M.
1
Hanlon, Brian
1
Kofman, Paul
1
Liu, Zhichao
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of forecasting
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1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
26
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1
Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704960
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
6
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
7
Bayesian soft target zones
Forbes, Catherine Scipione
;
Kofman, Paul
-
2000
Persistent link: https://www.econbiz.de/10001479237
Saved in:
8
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
9
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
10
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
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