Pages that link to "Item:Q5256111"
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The following pages link to On the Determination of General Scientific Models With Application to Asset Pricing (Q5256111):
Displaying 9 items.
- Bayesian indirect inference using a parametric auxiliary model (Q254412) (← links)
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- An approximate likelihood perspective on ABC methods (Q1636827) (← links)
- Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Beyond the Model Limit: Parameter Inference Across Scales (Q4636403) (← links)
- (Q5291042) (← links)
- Bayesian inference via projections (Q5963777) (← links)