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Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong, (2025)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
Asymmetric transmission of monetary policy through bank lending : evidence from Austrian bank balance sheet data
Frühwirth-Schnatter, Sylvia, (2001)
Bayesian estimation of the Heston volatility model
Frühwirth-Schnatter, Sylvia, (2003)
Asymmetrische Transmission der Geldpolitik über den Kreditvergabekanal : eine Analyse anhand österreichischer Bankbilanzen