Browsen in EconStor gesamt nach Autor:innen Hoogerheide, Lennart


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ErscheinungsjahrTitelAutor:innen
2015The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2016Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock pricesArdia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; van Dijk, Herman K.
2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016Parallelization experience with four canonical econometric models using ParMitISEMBaştürk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2017The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman
2018Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive DistributionsHoogerheide, Lennart; van Dijk, Herman
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2019Bayesian Risk Forecasting for Long HorizonsBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan
2019Partially Censored Posterior for robust and efficient risk evaluationBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan; Herman K. van Dijk
2019Partially Censored Posterior for Robust and Efficient Risk EvaluationBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan; van Dijk, Herman K.
2021Bayes estimates of multimodal density features using DNA and Economic DataBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2023BayesMultiMode: Bayesian Mode Inference in RBasturk, Nalan; Cross, Jamie; de Knijff, Peter; Hoogerheide, Lennart; Labonne, Paul; van Dijk, Herman K
2023Bayesian Mode Inference for Discrete Distributions in Economics and FinanceCross, Jamie; Hoogerheide, Lennart; Labonne, Paul; van Dijk, Herman K.