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Stochastic
Results: 6946

#	Item
631	Keith Kuester Contact details and personal information University of Bonn Department of Economics Institute for Macroeconomics and Econometrics Adenauerallee 24-42 Add to Reading List Source URL: www.keithkuester.eu Language: English - Date: 2015-07-14 18:29:15 Public finance Dynamic stochastic general equilibrium Journal of Political Economy Macroeconomics Fiscal policy Economics Macroeconomic model Monetary policy Monetary economics Econometricians Giancarlo Corsetti Guillermo Calvo
632	Diameter of random spanning trees in a given graph Fan Chung ∗ Add to Reading List Source URL: web.cs.du.edu Language: English - Date: 2010-11-16 10:22:29 Stochastic processes Spanning tree Algebraic graph theory Loop-erased random walk Graph coloring Random walk Random graph Laplacian matrix Regular graph Tree Two-graph
633	Factored Filtering of Continuous-Time Systems E. Busra Celikkaya Christian R. Shelton University of California, Riverside University of California, Riverside Add to Reading List Source URL: rlair.cs.ucr.edu Language: English - Date: 2011-06-23 16:38:35 Markov models Markov processes KullbackLeibler divergence Statistical theory Thermodynamics Probability distributions Uniformization Expectationmaximization algorithm Markov chain Bayesian network Stochastic matrix
634	Vedant Bhatnagar Department of Economics University of Wisconsin-Madison Social ScienceObservatory Dr Madison, WI 53706 Add to Reading List Source URL: econ.wisc.edu Language: English - Date: 2016-08-18 16:46:40 Madison metropolitan area Madison Wisconsin Dynamic stochastic general equilibrium Wisconsin University of WisconsinMadison
635	Convergence to the boundary for random walks on discrete quantum groups Conference “Compact quantum groups” Bas Jordans 14 July 2016, Greifswald Add to Reading List Source URL: www.wiko-greifswald.de Language: English - Date: 2016-07-19 06:38:18 Probability theory Harmonic function Stochastic processes Operator theory Differential forms on a Riemann surface Continuous game
636	FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operator Add to Reading List Source URL: faculty.rmc.edu Language: English - Date: 2007-08-01 16:12:27 Mathematical physics Matrices Random matrices Singular value decomposition Linear algebra Random matrix Matrix Alan Edelman Eigenvalues and eigenvectors Hermitian matrix Symmetric matrix Singular value
637	PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Options BlackScholes model Moneyness Local volatility Volatility Laplace distribution Stochastic volatility Normal distribution Implied volatility Volatility smile
638	Multi-state models Model diagnostics and model extensions Andrew Titman Lancaster University Add to Reading List Source URL: www.maths.lancs.ac.uk Language: English - Date: 2008-11-28 06:54:22 Markov models Stochastic processes Reliability engineering Survival analysis Senescence Censoring
639	Priors from General Equilibrium Models for VARs by Marco del Negro and Frank Schorfheide Presenter: Keith O’Hara March 10, 2014 Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:54:01 Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Vars
640	Multifrequency News and Stock Returns ∗ Laurent E. Calvet and Adlai J. Fisher This version: September 27, 2006 Abstract Aggregate stock prices are driven by shocks with persistence levels ranging from Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:59 Mathematical finance Options Technical analysis Volatility Stock market Stochastic volatility Equity premium puzzle

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