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:"Multivariate analysis"
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
Markov Chain Monte Carlo Metho...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate analysis
Theorie
102
Theory
101
Estimation theory
76
Schätztheorie
76
Volatility
56
Zeitreihenanalyse
50
Time series analysis
49
Volatilität
47
Bayesian inference
43
Stochastic process
43
Stochastischer Prozess
43
Econometrics
40
Bayes-Statistik
33
Quadratic variation
32
Stochastic volatility
28
Markov chain
27
ARCH model
26
ARCH-Modell
26
Markov-Kette
26
Markov chain Monte Carlo
25
Realised variance
25
Schätzung
24
Estimation
23
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Capital income
22
Kapitaleinkommen
22
State space model
22
Zustandsraummodell
21
Simulation
20
Großbritannien
19
Multivariate Analyse
18
stochastic volatility
18
Realised volatility
17
United Kingdom
17
Financial market
16
Finanzmarkt
16
Ökonometrie
16
CAPM
13
more ...
less ...
Online availability
All
Free
12
Undetermined
1
Type of publication
All
Book / Working Paper
12
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
18
Author
All
Shephard, Neil G.
13
Sheppard, Kevin
8
Noureldin, Diaa
7
Barndorff-Nielsen, Ole E.
5
Hansen, Peter Reinhard
5
Lunde, Asger
5
Shephard, Neil
3
Xiu, Dacheng
3
Chib, Siddhartha
2
Asai, Manabu
1
Engle, Robert F.
1
Omori, Yasuhiro
1
Pakel, Cavit
1
Winkelmann, Rainer
1
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
4
Economics discussion papers
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Chicago Booth Research Paper
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
2
Markov chain Monte Carlo analysis of correlated count data
Chib, Siddhartha
;
Winkelmann, Rainer
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 428-435
Persistent link: https://www.econbiz.de/10001646360
Saved in:
3
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
4
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
6
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
7
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
8
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008934735
Saved in:
9
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
10
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
