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:"Theory"
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
The Bayesian methods of jump d...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Bayesian inference
4
Bayes-Statistik
3
MCMC methods
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Bernoulli jump-diffusion model
2
Kou model
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
double exponential jump diffusion model
2
latent variables
2
Bayesian approach
1
Electricity price
1
Electricity prices
1
Erdgas
1
Erdgasmarkt
1
Forecasting model
1
Jumps
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Natural gas
1
Natural gas market
1
Prediction intervals
1
Prognoseverfahren
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility process
1
Strompreis
1
Theorie
1
Time series analysis
1
Zeitreihenanalyse
1
gas forward prices
1
incomplete markets
1
jump-diffusion model
1
jump-diffusion process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Published in...
All
Energy economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
