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~isPartOf:"CREATES research paper"
~person:"Bauwens, Luc"
~person:"Carraro, Carlo"
~subject:"Share price"
~subject:"Spieltheorie"
~subject:"Zeitreihenanalyse"
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Bauwens, Luc
Carraro, Carlo
Podolskij, Mark
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Kock, Anders Bredahl
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CREATES research paper
Nota di lavoro / Fondazione Eni Enrico Mattei
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CORE discussion paper : DP
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CORE discussion papers : DP
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Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
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Journal of econometrics
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Nota di lavoro / Dipartimento di Scienze Economiche, Università Ca' Foscari di Venezia
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Nota lavoro / Dipartimento di Scienze Economiche, Università degli Studi di Venezia / Dipartimento di Scienze Economiche, Università Ca' Foscari di Venezia
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Wiley handbooks in financial engineering and econometrics
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
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2
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
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