Browsing All of EconStor by Author Barra, Istvan
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2012 | Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models | Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; Lucas, Andre |
2016 | Bayesian Dynamic Modeling of High-Frequency Integer Price Changes | Barra, Istvan; Koopman, Siem Jan |
2019 | Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings | Opschoor, Anne; Lucas, André; Barra, Istvan; van Dijk, Dick |