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~subject:"Stochastischer Prozess"
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BAYESIAN INFERENCE BASED ONLY...
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Stochastischer Prozess
Theorie
62
Theory
61
Estimation theory
53
Schätztheorie
53
Volatility
51
Zeitreihenanalyse
44
Time series analysis
43
Volatilität
42
Stochastic process
39
Econometrics
34
Quadratic variation
32
ARCH model
26
ARCH-Modell
26
Realised variance
25
Stochastic volatility
25
Markov chain Monte Carlo
22
Bayesian inference
20
State space model
19
Zustandsraummodell
18
stochastic volatility
18
Realised volatility
17
Financial market
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Finanzmarkt
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Großbritannien
16
Multivariate Analyse
16
Multivariate analysis
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United Kingdom
15
Correlation
13
Estimation
13
Kalman filter
13
Korrelation
13
Schätzung
13
Bayes-Statistik
12
Market frictions
12
Markov chain
12
Semimartingale
12
Simulation
12
Markov-Kette
11
particle filter
11
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Book / Working Paper
30
Article
9
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24
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24
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23
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23
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8
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8
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2
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Language
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English
39
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Shephard, Neil G.
37
Barndorff-Nielsen, Ole E.
18
Chib, Siddhartha
9
Andersen, Torben
4
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Shephard, Neil
3
Elerian, Ola
2
Nardari, Federico
2
Pitt, Michael K.
2
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Graversen, Svend Erik
1
Harvey, Andrew C.
1
Manrique, Aurora
1
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Centre for Analytical Finance <Århus>
3
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Economics discussion papers
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Oxford Financial Research Centre economics series
4
Department of Economics discussion paper series / University of Oxford
3
Journal of econometrics
3
Advanced texts in econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of financial time series
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ECONIS (ZBW)
39
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Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
3
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
4
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
5
The econometrics of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
6
[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe
- In:
The economic journal : the journal of the Royal …
116
(
2006
),
pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
Saved in:
7
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
8
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
9
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
10
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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