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Liesenfeld, Roman
14
Richard, Jean-François
6
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2
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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OLC EcoSci
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3
USB Cologne (EcoSocSci)
3
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1
Stochastic Volatility Models: Conditional Normality versus Heavy-tailed Distributions
Liesenfeld, R.
;
Jung, R.C.
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10006983909
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2
Estimating time series models for count data using efficient importance sampling
Young, Robert C.
;
Liesenfeld, Roman
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
4
,
pp. 387-408
Persistent link: https://www.econbiz.de/10006562063
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3
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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4
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. 795-826
Persistent link: https://www.econbiz.de/10006231904
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5
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
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6
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/10008219501
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7
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10006774038
Saved in:
8
The decline in German output volatility: a Bayesian analysis
Aßmann, Christian
;
Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-680
Persistent link: https://www.econbiz.de/10008325646
Saved in:
9
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:
10
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
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