GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts von Ardia, David, Hoogerheide, Lennart F.

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Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions von Schaap, Mireille, Lemmers, Richard J L F, Maassen, Roel, van der Vliet, Patrick J, Hoogerheide, Lennart F, van Dijk, Herman K, Baştürk, Nalan, de Knijff, Peter, van der Maarel, Silvère M

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Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation von Ardia, David, Bluteau, Keven, Hoogerheide, Lennart F.

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The R Package MitISEM : Efficient and Robust Simulation Procedures for Bayesian Inference von Baştürk, Nalan, Grassi, Stefano, Hoogerheide, Lennart, Opschoor, Anne, van Dijk, Herman K.

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Worldwide equity risk prediction von Ardia, David, Hoogerheide, Lennart F.

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Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations von Ardia, David, Hoogerheide, Lennart,F.

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A Note on Jointly Backtesting Models for Multiple Assets and Horizons von Ardia, David, Guerrouaz, Anas, Hoogerheide, Lennart F.

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Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation? von Hoogerheide, Lennart F., Ardia, David, Corré, Nienke

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Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14 von Ardia, David, Gatarek, Lukasz T., Hoogerheide, Lennart, Van Dijk, Herman K.

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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural network... von Hoogerheide, Lennart F., Kaashoek, Johan F., van Dijk, Herman K.

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Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data von Hoogerheide, Lennart, Kleibergen, Frank, van Dijk, Herman K.

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Cross-Sectional Distribution of GARCH Coefficients Across S&P 500 Constituents: Time-Variation Over the Period 2000-2012 von Ardia, David, Hoogerheide, Lennart F.

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Parallelization experience with four canonical econometric models using ParMitISEM von Baştürk, Nalan, Grassi, Stefano, Hoogerheide, Lennart, van Dijk, Herman K

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Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices von Ardia, David, Gatarek, Lukasz T, Hoogerheide, Lennart, van Dijk, Herman K

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Using Stacking to Average Bayesian Predictive Distributions (with Discussion) von Yao, Yuling, Vehtari, Aki, Simpson, Daniel, Gelman, Andrew

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Bayesian mode inference for discrete distributions in economics and finance von Cross, Jamie L., Hoogerheide, Lennart, Labonne, Paul, van Dijk, Herman K.

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Education and entrepreneurial choice: An instrumental variables analysis von Block, Joern H., Hoogerheide, Lennart, Thurik, Roy

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Partially censored posterior for robust and efficient risk evaluation von Borowska, Agnieszka, Hoogerheide, Lennart, Koopman, Siem Jan, van Dijk, Herman K.

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Forecast density combinations of dynamic models and data driven portfolio strategies von Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L., van Dijk, H.K.

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Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank von Baştürk, Nalan, Hoogerheide, Lennart, van Dijk, Herman K.

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