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~person:"Li, Yong"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Markov chain"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Aktienmarkt
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Markov-Kette
10
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9
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9
Bayesian inference
8
Theorie
8
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8
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5
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Li, Yong
Elliott, Robert J.
36
Siu, Tak Kuen
32
Tsionas, Efthymios G.
25
Gupta, Rangan
19
D'Amico, Guglielmo
15
Guo, Xianping
15
Kim, Chang-jin
15
Sola, Martin
15
Ciecka, James E.
13
Reffett, Kevin L.
13
Cavazos-Cadena, Rolando
12
Feinberg, Eugene A.
12
Jaśkiewicz, Anna
12
Balbus, Lukasz
11
Chan, Leunglung
11
Nowak, Andrzej S.
11
Piger, Jeremy Max
11
Psaradakis, Zacharias G.
11
Serletis, Apostolos
11
Balcilar, Mehmet
10
Casarin, Roberto
10
Cavicchioli, Maddalena
10
Shi, Yanlin
10
Skoog, Gary R.
10
Billio, Monica
9
Chauvet, Marcelle
9
Chen, Cathy W. S.
9
Chevallier, Julien
9
Chib, Siddhartha
9
Cui, Zhenyu
9
Goutte, Stéphane
9
Holmes, Mark J.
9
Jain, Madhu
9
Krolzig, Hans-Martin
9
Lee, Hsiang-Tai
9
Maheu, John M.
9
Spagnolo, Nicola
9
Woźny, Łukasz
9
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9
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Journal of econometrics
5
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1
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1
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1
Finance research letters
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ECONIS (ZBW)
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
3
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
4
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
5
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
6
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
7
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
8
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
9
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
10
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
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