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Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman; Jung, Robert - In: Journal of applied econometrics 15 (2000) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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Timing structural change : a conditional probalistic approach
DeJong, David Neil; Liesenfeld, Roman; Richard, … - In: Journal of applied econometrics 21 (2006) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10003310065
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Likelihood-based inference and prediction in spatio-temporal panel count models for urban crimes
Liesenfeld, Roman; Richard, Jean-François; Vogler, Jan - In: Journal of applied econometrics 32 (2017) 3, pp. 600-620
Persistent link: https://www.econbiz.de/10011694767
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Approximation of Nash equilibria in Bayesian games
Armantier, Olivier; Florens, Jean-Pierre; Richard, … - In: Journal of applied econometrics 23 (2008) 7, pp. 965-981
Persistent link: https://www.econbiz.de/10003790498
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Timing structural change: a conditional probabilistic approach
Dejong, David N.; Liesenfeld, Roman; Richard, Jean-Francois - In: Journal of applied econometrics 21 (2006) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10006955191