Martin Burda
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 |
|---|---|---|
| Recurrent neural network go-GARCH model for portfolio selection Journal of Time Series Econometrics | 2024-11-01 | Paper |
| Hamiltonian sequential Monte Carlo with application to consumer choice behavior Econometric Reviews | 2023-07-25 | Paper |
| Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
| Parallel constrained Hamiltonian Monte Carlo for BEKK model comparison Advances in Econometrics | 2020-11-10 | Paper |
| Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo Dependence Modeling | 2020-05-12 | Paper |
| Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting Journal of Time Series Econometrics | 2018-02-07 | Paper |
| A Poisson mixture model of discrete choice Journal of Econometrics | 2016-08-15 | Paper |
| A Bayesian mixed logit-probit model for multinomial choice Journal of Econometrics | 2016-06-22 | Paper |
Research outcomes over time
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