B. Jungbacker

Available identifiers

zbMath Open jungbacker.borusMaRDI QIDQ550843

List of research outcomes

Publication	Date of Publication	Type
Likelihood‐based dynamic factor analysis for measurement and forecasting	2022-07-27	Paper
Maximum likelihood estimation for dynamic factor models with missing data	2011-07-13	Paper
Model-Based Measurement of Actual Volatility in High-Frequency Data	2010-06-30	Paper
Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility	2009-11-27	Paper
Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models	2009-02-26	Paper
Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models	2006-08-28	Paper

Research outcomes over time

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