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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~person:"Dufays, Arnaud"
~person:"Kristensen, Dennis"
~subject:"Bayesian inference"
~subject:"USA"
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Prognoseverfahren
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Estimation theory
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Dufays, Arnaud
Kristensen, Dennis
Baillie, Richard
3
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Kim, Chang-Jin
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Faculty & research / Insead : working paper series
Journal of empirical finance
Barcelona GSE working paper series : working paper
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Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
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