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~isPartOf:"Journal of econometrics"
~person:"Bitto, Angela"
~person:"Choi, Yoon K."
~person:"Fulop, Andras"
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Bitto, Angela
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Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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2
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
3
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
4
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng
;
Choi, Yoon K.
;
Zhou, Yong
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 227-262
Persistent link: https://www.econbiz.de/10003722600
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