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~isPartOf:"Journal of econometrics"
~person:"Fulop, Andras"
~source:"econis"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
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Fulop, Andras
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ECONIS (ZBW)
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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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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
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