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
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
Reconstructing the Kalman Filt...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
50
Theory
50
Time series analysis
47
Zeitreihenanalyse
46
Forecasting model
37
Prognoseverfahren
37
State space model
30
Zustandsraummodell
30
Bayes-Statistik
24
Bayesian inference
24
Markov-Kette
17
Markov chain
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
Estimation theory
12
Schätztheorie
12
Börsenkurs
9
Option pricing theory
9
Optionspreistheorie
9
Share price
9
Induktive Statistik
7
Statistical inference
7
Australia
6
Australien
6
Bayesian Markov chain Monte Carlo
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Demand
5
Hawkes process
5
Nachfrage
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
51
Undetermined
14
Type of publication
All
Book / Working Paper
76
Article
43
Type of publication (narrower categories)
All
Graue Literatur
65
Non-commercial literature
65
Arbeitspapier
64
Working Paper
64
Article in journal
29
Aufsatz in Zeitschrift
29
Forschungsbericht
9
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
102
Undetermined
17
Author
All
Snyder, Ralph D.
50
Forbes, Catherine Scipione
48
Martin, Gael M.
23
Koehler, Anne B.
21
Ord, John Keith
19
Snyder, Ralph
19
Hyndman, Rob J.
11
Low, Chin Nam
11
Maneesoonthorn, Worapree
10
Beaumont, Adrian
9
Anderson, Heather M.
8
Forbes, Catherine
7
Shami, Roland G.
7
Kofman, Paul
6
Anderson, Heather
4
McCabe, Brendan Peter Martin
4
Cox, Elizabeth
3
Grose, Simone D.
3
Humphreys, Cathy
3
O'Neill, Cas
3
Tregeagle, Susan
3
Wright, Jill
3
de Silva, Ashton
3
Billah, Baki
2
Blasques, Francisco
2
Campbell, Rachel
2
De Silva, Ashton
2
Fenech, Jean-Pierre
2
Hanlon, Brian
2
Inder, Brett A.
2
Kalb, Guyonne
2
King, Maxwell L.
2
Koedijk, Kees
2
Koopman, Siem Jan
2
Leung, Patrick
2
Lucas, André
2
MacEachern, Steven N.
2
Martin, Vance
2
McLaren, Keith Robert
2
Ng, Jason
2
more ...
less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
6
Econometric Society
2
College of Business and Economics, Australian National University
1
Crawford School of Public Policy, Australian National University
1
Econometrics Conference <1995, Melbourne>
1
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics
1
Monash University / Department of Econometrics
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
61
International journal of forecasting
13
Monash Econometrics and Business Statistics Working Papers
6
Economic modelling
3
CAMA Working Papers
2
Econometric Society 2004 Australasian Meetings
2
Econometric reviews
2
Economics letters
2
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of forecasting
2
Applied economics letters
1
Children and Youth Services Review
1
Economic Modelling
1
Economics Letters
1
European Journal of Operational Research
1
International Journal of Forecasting
1
Journal of applied econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of regional science
1
Melbourne Institute Working Paper Series
1
Melbourne Institute working paper series
1
Omega : the international journal of management science
1
Studies in Nonlinear Dynamics & Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
Working paper / Department of Econometrics and Operations Research, Monash University
1
Working paper / Department of Econometrics, Faculty of Economics and Politics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
96
RePEc
17
OLC EcoSci
5
BASE
1
Showing
41
-
50
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
42
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
43
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
44
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
45
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
46
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
47
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
48
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
49
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
Saved in:
50
Worker time and cost of stability
Tregeagle, Susan
;
Cox, Elizabeth
;
Forbes, Catherine
; …
-
2011
Persistent link: https://www.econbiz.de/10009009552
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
