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DateTitle Authors
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart / 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.
2006 Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisisAngelov, Nikolay

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