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
This page was built for person: Anne Opschoor
