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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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Classical and Bayesian analysis of univariate and multivariate stochastic volatility models
Liesenfeld, Roman (contributor);  … - 2004 - [Elektronische Ressource]
out ML-estimation of SV models as well as simulation smoothing where the latent volatilities are sampled at once. Based on … this EIS simulation smoother a Bayesian Markov Chain Monte Carlo (MCMC) posterior analysis of the parameters of SV models …
Persistent link: https://www.econbiz.de/10002476893
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Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter - 1995
Persistent link: https://www.econbiz.de/10000549303
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Estimation of asymmetric box-cox stochastic volatility models using MCMC simulation
Zhang, Xibin; King, Maxwell L. - 2003
Persistent link: https://www.econbiz.de/10001854359
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
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A Bayesian covariance graph and latent position model for multivariate financial time series
Ahelegbey, Daniel Felix; Carvalho, Luis; Kolaczyk, Eric D. - 2020
Persistent link: https://www.econbiz.de/10012322265
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Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei; Matsuda, Yasumasa - 2024
Persistent link: https://www.econbiz.de/10014526627
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts....
Persistent link: https://www.econbiz.de/10009634376