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~person:"Maneesoonthorn, Worapree"
~subject:"Bayesian inference"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Bayesian inference
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Maneesoonthorn, Worapree
Tsionas, Efthymios G.
25
Li, Yong
9
Dijk, Herman K. van
6
Koopman, Siem Jan
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Yu, Jun
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Assaf, A. Georges
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Men, Zhongxian
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Journal of applied econometrics
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Journal of econometrics
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ECONIS (ZBW)
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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