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DateTitle Authors
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2011 Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W. / van Dijk, Herman K.
2003 A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment functionBehr, Andreas
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2010 Efficient Bayesian Estimation and Combination of GARCH-Type ModelsArdia, David / Hoogerheide, Lennart F.
2011 Hedge ratios for short and leveraged ETFsSchubert, Leo
2010 Multivariate Wishart Stochastic Volatility ModelsGribisch, Bastian / Liesenfeld, Roman
2011 Posibles actuaciones económicas en la crisis actual a partir de las diferencias de opinión entre expertosLozano Gutiérrez, Maria Carmen / Fuentes Martín, Federico
2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart / Opschoor, Anne / van Dijk, Herman K.
2008 Possibly Ill-behaved Posteriors in Econometric ModelsHoogerheide, Lennart / van Dijk, Herman K.

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