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~subject:"Monte-Carlo-Simulation"
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Monte-Carlo-Simulation
Theorie
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English
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Martin, Gael M.
16
Forbes, Catherine Scipione
12
Maneesoonthorn, Worapree
8
Poskitt, Donald Stephen
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Athanasopoulos, George
2
Frazier, David T.
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Grose, Simone D.
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Leung, Patrick
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McCabe, Brendan Peter Martin
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Robert, Christian P.
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Vahid, Farshid
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Yao, Wenying
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Hu, Shuowen
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
Journal of applied econometrics
2
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Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
-
2010
Persistent link: https://www.econbiz.de/10008759297
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2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
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3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
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4
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
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5
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
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2006
Persistent link: https://www.econbiz.de/10003433826
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6
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
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7
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
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8
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
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9
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
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10
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
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