The conditional autoregressive Wishart model for multivariate stock market volatility von Golosnoy, Vasyl, Gribisch, Bastian, Liesenfeld, Roman

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Estimating the competitive storage model with stochastic trends in commodity prices von Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman, Oglend, Atle

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Univariate and multivariate stochastic volatility models: estimation and diagnostics von Liesenfeld, Roman, Richard, Jean-François

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Gerd Ronning von Jung, Robert, Kukuk, Martin, Liesenfeld, Roman

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Predicting the Global Minimum Variance Portfolio von Reh, Laura, Krüger, Fabian, Liesenfeld, Roman

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Factor state–space models for high-dimensional realized covariance matrices of asset returns von Gribisch, Bastian, Hartkopf, Jan Patrick, Liesenfeld, Roman

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Intra-daily volatility spillovers in international stock markets von Golosnoy, Vasyl, Gribisch, Bastian, Liesenfeld, Roman

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The Gibbs sampler with particle efficient importance sampling for state-space models von Grothe, Oliver, Kleppe, Tore Selland, Liesenfeld, Roman

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Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models von Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman

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Efficient importance sampling in mixture frameworks von Kleppe, Tore Selland, Liesenfeld, Roman

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Preise und Handelsvolumina auf Finanzmarkten: Eine empirische Uberprufung der Mischungsverteilungshypothese von Liesenfeld, Roman

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Stochastic volatility models: conditional normality versus heavy-tailed distributions von Liesenfeld, Roman, Jung, Robert C.

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LIKELIHOOD-BASED INFERENCE AND PREDICTION IN SPATIO-TEMPORAL PANEL COUNT MODELS FOR URBAN CRIMES von LIESENFELD, ROMAN, RICHARD, JEAN-FRANÇOIS, VOGLER, JAN

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Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility von Kleppe, Tore Selland, Liesenfeld, Roman, Moura, Guilherme Valle, Oglend, Atle

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Time series of count data: modeling, estimation and diagnostics von Jung, Robert C., Kukuk, Martin, Liesenfeld, Roman

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Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices von Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman, Oglend, Atle

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A generalized bivariate mixture model for stock price volatility and trading volume von Liesenfeld, Roman

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Interval shrinkage estimators von Golosnoy, Vasyl, Liesenfeld, Roman

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Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity von Jung, Robert C., Liesenfeld, Roman, Richard, Jean-François

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Efficient estimation of probit models with correlated errors von Liesenfeld, Roman, Richard, Jean-François

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