Anne Opschoor
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics | 2024-10-23 | Paper |
| Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| Accounting for missing values in score-driven time-varying parameter models Economics Letters | 2018-09-11 | Paper |
| A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics | 2017-05-12 | Paper |
| A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics | 2017-05-12 | Paper |
Research outcomes over time
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