Liesenfeld, Roman
Roman Liesenfeld
VIAF ID: 1157478 (Personal)
Permalink: http://viaf.org/viaf/1157478
Preferred Forms
- 100 1 _ ‡a Liesenfeld, Roman
- 100 0 _ ‡a Roman Liesenfeld
4xx's: Alternate Name Forms (3)
5xx's: Related Names (3)
- 510 2 _ ‡a Christian-Albrechts-Universität zu Kiel ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Eberhard Karls Universität Tübingen ‡b Wirtschaftswissenschaftliche Fakultät ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität zu Köln ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Dynamic bivariate mixture models modeling the behavior of prices and trading volume | |
Dynamic invariant multinomial probit model: identification, pretesting and estimation | |
Dynamic Modeling and Forecasting of Financial Portfolio Weights | |
Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models | |
Preise und Handelsvolumina auf Finanzmärkten eine empirische Überprüfung der Mischungsverteilungshypothese | |
Simulation based methods of moments in empirical finance | |
Stochastic volatility models conditional normality versus heavy tailed distributions | |
Testing the bivariate mixture hypothesis using German stock market data | |
Time series of count data modelling and estimation | |
Trading volume and the short and long run components of volatility |