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Introduction to: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 227, doi. 10.1093/jjfinec/nbv009
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- Publication type:
- Article
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 229, doi. 10.1093/jjfinec/nbv008
- By:
- Publication type:
- Article
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference- Author Response to Comments.
- Published in:
- 2016
- By:
- Publication type:
- Letter to the Editor
Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 295, doi. 10.1093/jjfinec/nbv018
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- Publication type:
- Article
Term Structure Persistence.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 331, doi. 10.1093/jjfinec/nbv003
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- Publication type:
- Article
Variance Targeting Estimation of Multivariate GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 353, doi. 10.1093/jjfinec/nbu030
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- Publication type:
- Article
Forecasting Covariance Matrices: A Mixed Approach.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 383, doi. 10.1093/jjfinec/nbu031
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- Publication type:
- Article
Infinite-State Markov-Switching for Dynamic Volatility.
- Published in:
- Journal of Financial Econometrics, 2016, v. 14, n. 2, p. 418, doi. 10.1093/jjfinec/nbv017
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- Publication type:
- Article