Martin Burda
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Person:299455
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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