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~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Liesenfeld, Roman"
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Estimation
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11
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9
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8
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8
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7
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Aufsatz in Zeitschrift
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Liesenfeld, Roman
9
Jung, Robert
3
Richard, Jean-François
3
Aßmann, Christian
1
Boysen-Hogrefe, Jens
1
Golosnoy, Vasyl
1
Gribisch, Bastian
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Moura, Guilherme Valle
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Nolte, Ingmar
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
9
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1
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
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
Saved in:
3
Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman
;
Moura, Guilherme Valle
;
Richard, …
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
Saved in:
4
The decline in German output volatility : a Bayesian analysis
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
Saved in:
5
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
6
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
Saved in:
7
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
Saved in:
8
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
Saved in:
9
Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert
- In:
European financial management : the journal of the …
2
(
1996
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10001210190
Saved in:
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