Zoekresultaten
Resultaat 1 - 6 (van 6)
C.S. Bos | Pawel Janus | Siem-Jan Koopman Spot variance path estimation and its application to high frequency jump testing
Non-fictie
Engels | 32 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
C.S. Bos Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Non-fictie
Engels | 48 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
C.S. Bos Relating stochastic volatility estimation methods
Non-fictie
Engels | 26 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
C.S. Bos A Bayesian analysis of unobserved component models using Ox
Non-fictie
Engels | 21 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
C.S. Bos | N. Shephard Inference for adaptive time series models
stochastic volatility and conditionally Gaussian state space form
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Luc Bauwens | C.S. Bos | Herman K. van Dijk Adaptive Polar Sampling with an application to a Bayes measure of value-at-risk
Non-fictie
Engels | 28 pagina's | Tinbergen Institute, [Amsterdam etc.] | 1999
Gedrukt boek