L. Sögner

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
Bayesian reconciliation of return predictability Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
Hunting for superstars Mathematics and Financial Economics	2023-09-20	Paper
Parameter estimation and inference with spatial lags and cointegration Econometric Reviews	2022-03-04	Paper
A new strategy for Robbins' problem of optimal stopping Journal of Applied Probability	2018-09-26	Paper
A new strategy for Robbins' problem of optimal stopping Journal of Applied Probability	2018-09-26	Paper
Learning, convergence and economic constraints Mathematical Social Sciences	2015-08-24	Paper
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law Annals of the Institute of Statistical Mathematics	2009-10-13	Paper
scientific article; zbMATH DE number 5494145 (Why is no real title available?)	2009-01-20	Paper
Stochastic equilibrium: Learning by exponential smoothing Journal of Economic Dynamics and Control	2008-10-24	Paper
Consistent expectations equilibria and learning in a stock market Journal of Economic Dynamics and Control	2002-03-03	Paper
Asset pricing under asymmetric information CEJOR. Central European Journal of Operations Research	2001-12-05	Paper

Research outcomes over time

This page was built for person: L. Sögner