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 |
|---|---|---|
| Likelihood-based dynamic factor analysis for measurement and forecasting Econometrics Journal | 2022-07-27 | Paper |
| Maximum likelihood estimation for dynamic factor models with missing data Journal of Economic Dynamics and Control | 2011-07-13 | Paper |
| Model-based measurement of actual volatility in high-frequency data Advances in Econometrics | 2010-06-30 | Paper |
| Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility Handbook of Financial Time Series | 2009-11-27 | Paper |
| Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models Biometrika | 2009-02-26 | Paper |
| Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models Econometric Reviews | 2006-08-28 | Paper |
Research outcomes over time
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