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Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong, (2025)
The quantity and quality of children : a semi-parametric Bayesian IV approach
Frühwirth-Schnatter, Sylvia, (2015)
Editorial introduction on complexity and big data in economics and finance : recent developments from a Bayesian perspective
Kaufmann, Sylvia, (2019)
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela, (2019)