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person:"Bauwens, Luc"
~isPartOf:"CREATES research paper"
~person:"Canova, Fabio"
~person:"Dijk, Herman K. van"
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Bauwens, Luc
Canova, Fabio
Dijk, Herman K. van
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CREATES research paper
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
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2013
Persistent link: https://www.econbiz.de/10009730084
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
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2011
Persistent link: https://www.econbiz.de/10009382620
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