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monte carlo simulationbayesian inferencebayes statistikreal timesequential montemonte carlocredit riskshare priceself excitingtrading noiseslearning processmarkov kettemarkov chainlong runbond returnreturn predictabilitydensity temperedstructural creditrisk modelequity pricesestimation theorymaximum likelihood schätzungmaximum likelihood estimationbayesian estimationrisk modelslearning approachprices contaminatedcontaminated tradingasset priceregime reflectsanalysis usingsimulated datanews indicesrun risktime bayesiansovereign creditcredit spreaddynamic assetpricing modelsasset pricesexciting jumpstempered marginalizedmarginalized sequentialresample approachestimating structuralmodel equitybayesian methodbased modelglobal fundamentalslatent statesusing simulatedstate spaceforecasting modelyield curveindices countrycountry fundamentalsestimation longmodels usingusing sequentialcarlo reallearning bondestimation dynamicmodels informativeinformative observationsbayesian analysisanalysis bubblesbubbles assetprices bayesianjumps learninglearning assetasset returnsarg basedar basedhidden statesrole fundamentalsprices usingnews articlescomputational costaffineness selfdevelop newmodel wheredynamic structureprice fundamentalvalue removedsubject different
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