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Estimating the probabilities of default under the assumption of unobserved heterogeneity
Oded, Jacob; Venezia, Itzhak - 2024
Persistent link: https://www.econbiz.de/10015050045
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Estimation of unobserved dynamics of individual partisanship : a Bayesian approach
Okabe, Tomohito; Nogiwa, Daisuke - 2017
Persistent link: https://www.econbiz.de/10011957266
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Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigeria Bourse
Idolor, E. J.; Okoro, O.; Braimah, A. G. - In: Accounting and taxation review : A&TR 2 (2018) 1, pp. 136-151
Persistent link: https://www.econbiz.de/10012203076
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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Switching-regime models in the Spanish inter-bank market
Beyaert, Arielle; Pérez-Castejón, Juan J. - In: The European journal of finance 6 (2000) 2, pp. 93-112
Persistent link: https://www.econbiz.de/10001519352
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A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
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A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
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Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - 2000
Persistent link: https://www.econbiz.de/10001504742
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CB: time dependent Markov model for pricing convertible bonds
Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001508546
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Measuring business cycles with a dynamic Markov switching factor model : an assessment using Bayesian simulation methods
Kaufmann, Sylvia - In: The econometrics journal 3 (2000) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10001532209