المؤلفون: Arnaud Dufays

المصدر: Econometrics, Vol 4, Iss 1, p 12 (2016)

مصطلحات موضوعية: bayesian inference, sequential monte carlo, annealed importance sampling, change-point models, differential evolution, GARCH models, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: http://www.mdpi.com/2225-1146/4/1/12; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/67008b2f333b4320b24b815cdaf1ee23

المؤلفون: David Ardia, Arnaud Dufays, Carlos Ordás Criado

مصطلحات موضوعية: Biotechnology, Space Science, Environmental Sciences not elsewhere classified, Biological Sciences not elsewhere classified, Mathematical Sciences not elsewhere classified, Change-point, Minimum description length, Model selection/combination, Structural change

Relation: https://figshare.com/articles/journal_contribution/Linking_Frequentist_and_Bayesian_Change-Point_Methods/24843564

الاتاحة: https://doi.org/10.6084/m9.figshare.24843564.v1
https://figshare.com/articles/journal_contribution/Linking_Frequentist_and_Bayesian_Change-Point_Methods/24843564

المؤلفون: Yong Song, Arnaud Dufays, Jeroen V.K. Rombouts, Zhuo Li

المصدر: Journal of Applied Econometrics. 36:703-727

مصطلحات موضوعية: Economics and Econometrics, Stochastic volatility, Covariance matrix, Face (geometry), Prior probability, Applied mathematics, Point (geometry), Portfolio optimization, Hidden Markov model, Social Sciences (miscellaneous), Curse of dimensionality, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::26773bd9b83a7863d179cf3bf0a7a616
https://doi.org/10.1002/jae.2844

المؤلفون: Elysée Aristide Houndetoungan, Alain Coën, Arnaud Dufays

المصدر: Journal of Financial Econometrics. 20:762-805

مصطلحات موضوعية: model selection, Economics and Econometrics, Heteroscedasticity, Computer science, Monte Carlo method, time-varying parameter, 01 natural sciences, Set (abstract data type), Hedge funds, 010104 statistics & probability, C52, 0502 economics and business, Segmentation, Penalty method, 050207 economics, 0101 mathematics, C53, C32, C11, Selection (genetic algorithm), C12, Series (mathematics), Model selection, 05 social sciences, structural change, change-point, Algorithm, C22, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cfa3792b2c52ae98f082c6d90e69f23
https://doi.org/10.1093/jjfinec/nbaa032

المؤلفون: Arnaud Dufays, Morvan Nongni Donfack

المصدر: Studies in Nonlinear Dynamics & Econometrics. 25:311-343

مصطلحات موضوعية: Economics and Econometrics, Artificial neural network, Computer science, business.industry, Autoregressive conditional heteroskedasticity, 05 social sciences, Probability and statistics, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Artificial intelligence, 050207 economics, 0101 mathematics, business, Social Sciences (miscellaneous), Analysis

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::c27efbf33cdaf5bc151383443cc26461
https://doi.org/10.1515/snde-2019-0091

المؤلفون: Jeroen V.K. Rombouts, Arnaud Dufays

المصدر: Journal of Econometrics. 217:46-78

مصطلحات موضوعية: Change over time, Economics and Econometrics, Series (mathematics), Computer science, Applied Mathematics, Autoregressive conditional heteroskedasticity, 05 social sciences, Bayesian probability, Structural break, Inference, Bayesian inference, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Prior probability, Econometrics, 0101 mathematics, 050205 econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::158cc5ded058631e35b7d762330571ea
https://doi.org/10.1016/j.jeconom.2019.10.008

المؤلفون: Arnaud Dufays, Kris Jacobs, Yuguo Liu, Jeroen Rombouts

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d8c2f758922fca010fef92f07fd097dd
https://doi.org/10.2139/ssrn.4066005

المؤلفون: Jean-françois Carpantier, Arnaud Dufays

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ecore.be/DPs/dp_1400848335.pdf.

مصطلحات موضوعية: Bayesian inference, Markov-switching model, ARMA model, infinite hidden Markov model, Dirichlet Process

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.1024; http://www.ecore.be/DPs/dp_1400848335.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.1024
http://www.ecore.be/DPs/dp_1400848335.pdf

المؤلفون: Arnaud Dufays

مصطلحات موضوعية: ComputingMethodologies_PATTERNRECOGNITION, Statistics::Computation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::7e14a35d8bfb01abd12937b84ba6b3b4
https://doi.org/10.1093/hepl/9780198850298.003.0003

المؤلفون: David Ardia, Arnaud Dufays

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Aggregate (data warehouse), Equity (finance), Mixture model, Industrial and Manufacturing Engineering, Expected shortfall, Econometrics, Measurement uncertainty, Capital asset pricing model, Statistical dispersion, Model risk, Business and International Management, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::19c02629e89bd1a8ba356786dc89e34f
https://doi.org/10.2139/ssrn.3917085

المؤلفون: Jean-françois Carpantier, Arnaud Dufays

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ecore.be/DPs/dp_1349944071.pdf.

مصطلحات موضوعية: asymmetries, commodities, inventory spline GARCH, VaR. 1

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.375.9096; http://www.ecore.be/DPs/dp_1349944071.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.375.9096
http://www.ecore.be/DPs/dp_1349944071.pdf

المؤلفون: Arnaud Dufays, Core Discussion Paper

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ecore.be/DPs/dp_1353581252.pdf.

مصطلحات موضوعية: Bayesian inference, Markov-switching, GARCH, DCC, infinite hidden Markov model

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.375.8663; http://www.ecore.be/DPs/dp_1353581252.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.375.8663
http://www.ecore.be/DPs/dp_1353581252.pdf

المؤلفون: Arnaud Dufays, Maciej Augustyniak, Luc Bauwens

المساهمون: UCL - SSH/LIDAM/CORE - Center for operations research and econometrics

المصدر: Journal of Business & Economic Statistics, Vol. 37, no.4, p. 696-709 (2019)

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Factorial, Volatility model, leverage effect, 05 social sciences, Leverage effect, volatility, Hierarchical hidden Markov model, persistence, 01 natural sciences, 010104 statistics & probability, hierarchical hidden Markov model, Markov-switching, 0502 economics and business, Econometrics, 0101 mathematics, Statistics, Probability and Uncertainty, Volatility (finance), Hidden Markov model, Social Sciences (miscellaneous), 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0e36e33c589d13a8f85016f3d726ae4
https://doi.org/10.1080/07350015.2017.1415910

المؤلفون: Arnaud Dufays, Jeroen V.K. Rombouts

المصدر: Econometric Reviews. 38:857-880

مصطلحات موضوعية: Economics and Econometrics, Series (mathematics), Computer science, Realized variance, 05 social sciences, Change point model, Model parameters, Bayesian inference, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Point (geometry), 0101 mathematics, Algorithm, 050205 econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f61ac68637b971f0fd62fcff564f8b30
https://doi.org/10.1080/07474938.2018.1454366

المؤلفون: Luc Bauwens, Arnaud Dufays, Jeroen Rombouts, Jeroen V. K. Rombouts

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ecore.be/DPs/dp_1323181349.pdf.

مصطلحات موضوعية: Bayesian inference, simulation, GARCH, Markov-switching model, change-point model, marginal likelihood, particle MCMC. JEL Classification, C11, C15, C22, C58

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.643.1604; http://www.ecore.be/DPs/dp_1323181349.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.643.1604
http://www.ecore.be/DPs/dp_1323181349.pdf

المؤلفون: Alain Coën, Elysée Aristide Houndetoungan, Arnaud Dufays

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Set (abstract data type), Heteroscedasticity, Series (mathematics), Computer science, Model selection, Monte Carlo method, Segmentation, Penalty method, Algorithm, Selection (genetic algorithm)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::671237616a18ee77156aab612a20a83f
https://doi.org/10.2139/ssrn.3461554

المؤلفون: David Ardia, Arnaud Dufays, Carlos Ordás Criado

مصطلحات موضوعية: History, Polymers and Plastics, Frequentist inference, Computer science, Model selection, Bayesian probability, Econometrics, Point (geometry), Business and International Management, Link (knot theory), Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e67a8ed545be3aa445d87c516a91a24

المؤلفون: Li Zhuo, Jeroen V.K. Rombouts, Yong Song, Arnaud Dufays

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Dimension (vector space), Covariance matrix, Face (geometry), Point (geometry), Sample (statistics), Statistical physics, Hidden Markov model, Curse of dimensionality, Mathematics, Zero (linguistics)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0815b9905ae8dd99e8a584f00fa4c8ad
https://doi.org/10.2139/ssrn.3461692

المؤلفون: Arnaud Dufays

المصدر: Journal of Financial Econometrics. 14:418-460

مصطلحات موضوعية: Economics and Econometrics, Mathematical optimization, Heteroscedasticity, Markov chain, 05 social sciences, Bayesian inference, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Econometrics, 0101 mathematics, Volatility (finance), Finance, 050205 econometrics, Parametric statistics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9256f58c2e3cc018529d155451f2f09a
https://doi.org/10.1093/jjfinec/nbv017

المؤلفون: Vincent Boucher, F. Antoine Dedewanou, Arnaud Dufays

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Economics and Econometrics, Education

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8450ed7870337c9453fae482ee44e84b
https://doi.org/10.2139/ssrn.3247161