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Efficient learning via simulation : a marginalized resample-move approach
Fulop, Andras; Li, Junye - In: Journal of econometrics 176 (2013) 2, pp. 146-161
Persistent link: https://www.econbiz.de/10009786504
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Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras; Li, Junye - In: Journal of econometrics 209 (2019) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras; Heng, Jeremy; Li, Junye; Liu, Hening - In: Journal of econometrics 228 (2022) 1, pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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Real-time Bayesian learning and bond return predictability
Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Cover Image
Efficient learning via simulation: A marginalized resample-move approach
Fulop, Andras; Li, Junye - In: Journal of econometrics 176 (2013) 2, pp. 146-161
Persistent link: https://www.econbiz.de/10010152652
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10008253320
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-297
Persistent link: https://www.econbiz.de/10008890752
Cover Image
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10003858905