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Number of items: 3.

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

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

This list was generated on Mon Sep 20 06:16:45 2021 CEST.