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
~subject:"Financial crisis"
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
Reconstructing the Kalman Filt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial crisis
Theorie
50
Theory
50
Time series analysis
47
Zeitreihenanalyse
46
Forecasting model
37
Prognoseverfahren
37
State space model
30
Zustandsraummodell
30
Bayes-Statistik
24
Bayesian inference
24
Markov-Kette
17
Markov chain
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
Estimation theory
12
Schätztheorie
12
Börsenkurs
9
Option pricing theory
9
Optionspreistheorie
9
Share price
9
Induktive Statistik
7
Statistical inference
7
Australia
6
Australien
6
Bayesian Markov chain Monte Carlo
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Demand
5
Hawkes process
5
Nachfrage
5
Dynamic price and volatility jumps
4
Financial market
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Forbes, Catherine Scipione
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
3
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
