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Lopes, Hedibert Freitas
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Tsay, Ruey S.
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Omori, Yashiro
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Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
2
Cholesky realized stochasti volatility model
Shirota, Shinichiro
;
Omori, Yashiro
;
Lopes, Hedibert Freitas
-
2016
Persistent link: https://www.econbiz.de/10011529622
Saved in:
3
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
4
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Lopes, Hedibert Freitas
;
Salazar, Esther
-
2006
Persistent link: https://www.econbiz.de/10003350097
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