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~subject:"Bayesian inference"
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Bayesian inference
Theorie
58
Theory
58
Zeitreihenanalyse
49
Time series analysis
47
Estimation theory
45
Schätztheorie
45
Bayes-Statistik
38
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Volatility
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Stochastischer Prozess
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18
Option pricing theory
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Optionspreistheorie
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Estimation
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Markov-Kette
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Schätzung
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14
Nichtparametrisches Verfahren
13
Nonparametric statistics
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12
Kointegration
12
ARMA model
11
ARMA-Modell
11
Börsenkurs
10
Share price
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Bayesian Markov chain Monte Carlo
8
Statistical test
8
Statistischer Test
8
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7
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7
Induktive Statistik
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8
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English
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Martin, Gael M.
38
Forbes, Catherine Scipione
15
Frazier, David T.
14
Maneesoonthorn, Worapree
13
Robert, Christian P.
7
Loiza-Maya, Ruben
6
McCabe, Brendan Peter Martin
6
Grose, Simone D.
3
Martin, Vance
3
Wright, Jill
3
Huber, Florian
2
Koop, Gary
2
Leung, Patrick
2
Nibbering, Didier
2
Panagiotelis, Anastasios
2
Rousseau, Judith
2
Sanford, Andrew D.
2
Flynn, David B.
1
Forbes, Catherine S.
1
Frazier, D. T.
1
Hu, Shuowen
1
Koo, Bonsoo
1
Lahiri, Kajal
1
Maheu, John
1
Maheu, John M.
1
McCabe, Brendon P. M.
1
Poskitt, Donald Stephen
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
30
International journal of forecasting
3
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric Reviews
1
Econometric reviews
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ECONIS (ZBW)
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Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
2
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
4
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:
5
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:
6
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
Saved in:
7
Bayesian predictions of low time series
McCabe, Brendan Peter Martin
;
Martin, Gael M.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 315-330
Persistent link: https://www.econbiz.de/10002687880
Saved in:
8
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
9
Simulation-based Bayesian estimation of affine term structure models
Sanford, Andrew D.
;
Martin, Gael M.
-
2003
Persistent link: https://www.econbiz.de/10001854462
Saved in:
10
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
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