Browsing All of EconStor by Author Liesenfeld, Roman

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Year of Publication	Title	Author(s)
1996	Dynamic bivariate mixture models: Modeling the behavior of prices and trading volume	Liesenfeld, Roman
1996	Testing the bivariate mixture hypothesis using German stock market data	Jung, Robert C.; Liesenfeld, Roman
1997	Stochastic volatility models: Conditional normality versus heavy tailed distributions	Liesenfeld, Roman; Jung, Robert C.
1997	Trading volume and the short and long-run components of volatility	Liesenfeld, Roman
1998	Simulation based methods of moments in empirical finance	Liesenfeld, Roman; Breitung, Jörg
1998	Simulation based methods of moments in empirical finance	Liesenfeld, Roman; Breitung, Jörg
2003	A Dynamic Integer Count Data Model for Financial Transaction Prices	Pohlmeier, Winfried; Liesenfeld, Roman
2004	Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models	Liesenfeld, Roman; Richard, Jean-François
2005	Time Series of Count Data: Modelling and Estimation	Jung, Robert; Kukuk, Martin; Liesenfeld, Roman
2005	The Decline in German Output Volatility: A Bayesian Analysis	Liesenfeld, Roman; Hogrefe, Jens; Aßmann, Christian
2006	Improving MCMC Using Efficient Importance Sampling	Liesenfeld, Roman; Richard, Jean-François
2007	An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations	DeJong, David Neil; Dharmarajan, Hariharan; Liesenfeld, Roman; Richard, Jean-François
2007	Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation	Moura, Guilherme V.; Richard, Jean-François; Liesenfeld, Roman
2007	The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation	Liesenfeld, Roman; Richard, Jean-François
2008	Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	Jung, Robert; Liesenfeld, Roman; Richard, Jean-François
2009	Determinants and dynamics of current account reversals: an empirical analysis	Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François
2009	Efficient likelihood evaluation of state-space representations	DeJong, David Neil; Dharmarajan, Hariharan; Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François
2010	Multivariate Wishart Stochastic Volatility Models	Gribisch, Bastian; Liesenfeld, Roman
2010	The conditional autoregressive wishart model for multivariate stock market volatility	Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman
2011	Efficient high-dimensional importance sampling in mixture frameworks	Kleppe, Tore Selland; Liesenfeld, Roman

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