The following pages link to Drew D. Creal (Q888325):
Displaying 14 items.
- (Q299211) (redirect page) (← links)
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS (Q4634718) (← links)
- Bond risk premia in consumption‐based models (Q4991634) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
- A Class of Non-Gaussian State Space Models With Exact Likelihood Inference (Q6616634) (← links)
- A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations (Q6666826) (← links)
- Market-Based Credit Ratings (Q6666981) (← links)
