Stochastic models - PDFSEARCH.IO - Document Search Engine

Stochastic models
Results: 1168

#	Item
951	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics
952	WORKING PAPER NO[removed]BAYESIAN ESTIMATION OF DSGE MODELS Pablo A. Guerrón-Quintana Federal Reserve Bank of Philadelphia James M. Nason Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2012-02-03 13:28:03 Statistical inference Econometrics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Maximum likelihood Loss function Bayes factor Generalized method of moments Statistics Estimation theory Statistical theory
953	Summary for non-specialists Economic Papers No[removed]July 2012 Economic Papers index Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2012-07-10 07:40:29 Macroeconomic model Economic model Government debt Public economics Macroeconomics Public finance Fiscal policy
954	10th Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models Hosted by the Federal Reserve Bank of Philadelphia, the workshop also serves as a mid-year meeting of the NBER EFSF Workgroup on Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2013-09-25 11:24:15 Economics Dynamic stochastic general equilibrium National Bureau of Economic Research
955 $Finance / Stochastic volatility / Volatility / Economic model / Autoregressive conditional heteroskedasticity / Markov chain / Markov switching multifractal / SABR volatility model / Mathematical finance / Statistics / Financial economics$	WORKING PAPER NO[removed]ESTIMATING DYNAMIC EQUILIBRIUM MODELS WITH STOCHASTIC VOLATILITY Jesús Fernández-Villaverde University of Pennsylvania and Visiting Scholar, Federal Reserve Bank of Philadelphia Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2013-05-10 14:52:30 Finance Stochastic volatility Volatility Economic model Autoregressive conditional heteroskedasticity Markov chain Markov switching multifractal SABR volatility model Mathematical finance Statistics Financial economics
956	WORKING PAPER NO[removed]SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS Edward Herbst Federal Reserve Board Frank Schorfheide Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2012-11-08 13:33:02 Estimation theory Computational statistics Statistical inference Bayesian statistics Dynamic stochastic general equilibrium Particle filter Markov chain Monte Carlo Bayes estimator Identifiability Statistics Monte Carlo methods Probability and statistics
957	Estimation and Evaluation of DSGE Models: Progress and Challenges Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2011-02-01 11:39:09 Economic theories Monetary policy New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Phillips curve Inflation Keynesian economics Monetary inflation Macroeconomics Economics New Keynesian economics
958	A Parallel Training Algorithm for Hierarchical Pitman-Yor Process Language Models Songfang Huang, Steve Renals The Centre for Speech Technology Research University of Edinburgh, Edinburgh, EH8 9AB, UK {s.f.huang, s.renal Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2009-09-11 07:00:25 Statistical natural language processing Stochastic processes Pitman–Yor process Bayesian statistics Markov models N-gram Perplexity Language model Statistical machine translation Statistics Probability and statistics Probability
959	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-06-13 01:20:50 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
960	PHYSICAL REVIEW E VOLUME 62, NUMBER 4 OCTOBER 2000 Add to Reading List Source URL: www.beimgraben.info Language: English - Date: 2012-06-30 07:29:18 Electroencephalography Event-related potential Neurophysiology Stochastic process Characteristic function Dynamical system Markov chain Statistics Probability and statistics Markov models

UPDATE