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Number of items: 7.

Journal Article

Gribisch, Bastian, Hartkopf, Jan Patrick and Liesenfeld, Roman (2020). Factor state-space models for high-dimensional realized covariance matrices of asset returns. J. Empir. Financ., 55. S. 1 - 21. AMSTERDAM: ELSEVIER. ISSN 1879-1727

Grothe, Oliver, Kleppe, Tore Selland and Liesenfeld, Roman (2019). The Gibbs sampler with particle efficient importance sampling for state-space models*. Econom. Rev., 38 (10). S. 1152 - 1176. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168

Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215, Moura, Guilherme Valle and Oglend, Atle (2022). Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. Econom. Stat., 23. S. 105 - 128. AMSTERDAM: ELSEVIER. ISSN 2452-3062

Liesenfeld, Roman, Richard, Jean-Francois and Vogler, Jan (2017). Likelihood-Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes. J. Appl. Econom., 32 (3). S. 600 - 621. HOBOKEN: WILEY. ISSN 1099-1255

Osmundsen, Kjartan Kloster, Kleppe, Tore Selland and Liesenfeld, Roman ORCID: 0000-0001-6996-6215 (2021). Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. J. Comput. Graph. Stat., 30 (4). S. 906 - 920. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1537-2715

Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215 and Oglend, Atle (2021). Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. Econometrics, 9 (4). BASEL: MDPI. ISSN 2225-1146

Reh, Laura ORCID: 0000-0002-8083-0535, Krueger, Fabian and Liesenfeld, Roman (2023). Predicting the Global Minimum Variance Portfolio. J. Bus. Econ. Stat., 41 (2). S. 440 - 453. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1537-2707

This list was generated on Thu Mar 28 21:45:58 2024 CET.