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Liesenfeld, Roman
14
Richard, Jean-François
13
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7
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2
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Economie & prévision : EP
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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1
A Nonlinear Forecasting Model of GDP Growth
Dejong, David N.
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
The review of economics and statistics
87
(
2005
)
4
,
pp. 697-708
Persistent link: https://www.econbiz.de/10006360737
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2
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/10008215210
Saved in:
3
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10007283041
Saved in:
4
Univariate and multivariate stochastic volatility models: estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505
Persistent link: https://www.econbiz.de/10007232875
Saved in:
5
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Jung, Robert C
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10008817714
Saved in:
6
The dynamic invariant multinomial probit model: Identification, pretesting and estimation
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10008391951
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7
A common factor analysis for the US and the German stock markets during overlapping trading hours
Flad, Michael
;
Jung, Robert C.
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 498-512
Persistent link: https://www.econbiz.de/10008097036
Saved in:
8
Return and volatility linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert C.
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10007259498
Saved in:
9
Coherent forecasting in integer time series models
Jung, Robert C.
;
Tremayne, A.R.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 223-238
Persistent link: https://www.econbiz.de/10007260356
Saved in:
10
Financial market spillovers around the globe
Dimpfl, Thomas
;
Jung, Robert C.
- In:
Applied financial economics
22
(
2012
)
1
,
pp. 45-58
Persistent link: https://www.econbiz.de/10009818882
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