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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"MCMC"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
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Gallant, A. Ronald
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Econometric reviews
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International journal of forecasting
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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1
Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 34-62
Persistent link: https://www.econbiz.de/10011987683
Saved in:
2
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
3
On the observed-data deviance information criterion for volatility modeling
Chan, Joshua
;
Grant, Angelia L.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
Saved in:
4
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
5
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
Saved in:
6
Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel
;
Horst, Enrique ter
;
Malone, Samuel
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
Saved in:
7
The HESSIAN method for models with leverage-like effects
Djegnéné, Barnabé
;
McCausland, William J.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 722-755
Persistent link: https://www.econbiz.de/10011339247
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Inference in infinite superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametic methods
Griffin, Jim E.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 519-549
Persistent link: https://www.econbiz.de/10009407853
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