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المؤلفون: David Gunawan, Pratiti Chatterjee, Robert Kohn
مصطلحات موضوعية: Biophysics, Genetics, Biotechnology, Ecology, Immunology, Computational Biology, Space Science, Environmental Sciences not elsewhere classified, Biological Sciences not elsewhere classified, Mathematical Sciences not elsewhere classified, pseudo marginal metropolis, novel sorting algorithm, multivariate garch diffusion, multiple particle filters, bootstrap disturbance filter, state space models, proposed parameter values, novel block version, unbiased likelihood estimates, efficient pmmh method, mean models, likelihood estimates, wide range, trimmed mean, significantly faster, previous approaches, online supplement, mixed effects, investigated empirically, following innovations
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2Dissertation/ Thesis
المؤلفون: Violante, Francesco
المساهمون: FUNDP - ECO_CeReFIM (Centre de recherche en finance), FUNDP - Ecole doctorale en sciences économiques et de gestion, Laurent, Sebastien, Giot, Pierre, Bauwens, Luc, Hafner, Christian, Palm, Franz, Zakoian, Jean-Michel
مصطلحات موضوعية: Multivariate GARCH, Volatility forecast evaluation, Model confidence set, Superior predictive ability, Consistent ranking, Multivariate GARCH diffusion, Quasi-approximated inference
Relation: boreal:73478; http://hdl.handle.net/2078.2/73478
الاتاحة: http://hdl.handle.net/2078.2/73478
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3Electronic Resource
المؤلفون: FUNDP - ECO_CeReFIM (Centre de recherche en finance), FUNDP - Ecole doctorale en sciences économiques et de gestion, Laurent, Sebastien, Giot, Pierre, Bauwens, Luc, Hafner, Christian, Palm, Franz, Zakoian, Jean-Michel, Violante, Francesco