Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278): Difference between revisions

@@ Property / cites work @@
+Resolution of policy uncertainty and sudden declines in volatility
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Samplers
@@ Property / cites work: Sequential Monte Carlo Samplers / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive sequential Monte Carlo method for approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+The Correlated Pseudo-Marginal Method
@@ Property / cites work: The Correlated Pseudo-Marginal Method / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
+Normal rank
@@ Property / cites work @@
+Sequential Quasi Monte Carlo
@@ Property / cites work: Sequential Quasi Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Do price and volatility jump together?
@@ Property / cites work: Do price and volatility jump together? / rank @@
+Normal rank
@@ Property / cites work @@
+The dynamics of stochastic volatility: evidence from underlying and options markets
+Normal rank
@@ Property / cites work @@
+Particle filters for continuous likelihood evaluation and maximisation
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Volatility Jumps
@@ Property / cites work: Volatility Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
+Normal rank