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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
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Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
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Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert; Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009159117
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Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)
Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 570-576
Persistent link: https://www.econbiz.de/10008215210
Cover Image
Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10008219501
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Predicting the global minimum variance portfolio
Reh, Laura; Krüger, Fabian; Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
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Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Jung, Robert C; Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10008817714