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subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
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1
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:
2
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:
3
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
4
Identifying speculative bubbles using an infinite hidden Markov Model
Shi, Shuping
;
Song, Yong
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10011588553
Saved in:
5
Introduction to: Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Ghysels, Eric
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 227-228
Persistent link: https://www.econbiz.de/10011588981
Saved in:
6
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
7
Comments on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 248-252
Persistent link: https://www.econbiz.de/10011591026
Saved in:
8
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Geweke, John
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 253-257
Persistent link: https://www.econbiz.de/10011591027
Saved in:
9
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Kim, Chae-yŏng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 258-260
Persistent link: https://www.econbiz.de/10011591028
Saved in:
10
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Linton, Oliver
;
Wu, Ruochen
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 261-264
Persistent link: https://www.econbiz.de/10011591029
Saved in:
11
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Robert, Christian P.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10011591030
Saved in:
12
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Sims, Christopher A.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10011591031
Saved in:
13
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Wei, Wei
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 278-283
Persistent link: https://www.econbiz.de/10011591033
Saved in:
14
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:
15
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
Saved in:
16
Dynamic factor volatility modeling : a Bayesian latent threshold approach
Nakajima, Jouchi
;
West, Mike
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 116-153
Persistent link: https://www.econbiz.de/10009708923
Saved in:
17
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
Saved in:
18
Bayesian inference for multivariate copulas using pair-copula constructions
Min, Aleksey
;
Czado, Claudia
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 511-546
Persistent link: https://www.econbiz.de/10008665740
Saved in:
19
Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Stramer, Osnat
;
Bognar, Matthew
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 450-480
Persistent link: https://www.econbiz.de/10008665746
Saved in:
20
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald
;
Hong, Han
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
Saved in:
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