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Research Output 2007 2019

  • 24 Article
  • 17 Working paper
  • 4 Chapter
  • 2 PhD Thesis - Research VU, graduation VU
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Chapter
2014

Analysis of historical time series with messy features: the case of commodity prices in Babylonia

Koopman, S. J. & Hoogerheide, L. F., 2014, A History of Market Performance: From Ancient Babylonia to the Modern World. van der Spek, R. J., Luiten van Zanden, J. & van Leeuwen, B. (eds.). New York: Routledge, p. 45-67 592 p.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

2011

Simulation Based Bayes Procedures for Model Structures with Non-Elliptical Posteriors

Hoogerheide, L. F. & van Dijk, H. K., 2011, International Encyclopedia of Statistical Science. Lovric, M. (ed.). Springer, p. 1332-1335

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review

2010

Efficient Bayesian Estimation and Combination of GARCH-type Models

Ardia, D. & Hoogerheide, L. F., 2010, Rethinking Risk Measurement and Reporting - Volume II: Examples and Applications from Finance. Bocker, K. (ed.). London: RiskBooks, p. 3-29

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review

2009

Simulation-Based Bayesian Econometric Inference: Principles and Some Recent Computational Advances

Hoogerheide, L. F., van Dijk, H. K. & van Oest, R. D., 2009, Handbook of Computational Econometrics. Belsley, D. A. & Kontoghiorghes, E. J. (eds.). John Wiley & Sons, Ltd, p. 215-280 66 p.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review