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Center for Research in Econometric Analysis of Time Series (CREATES) Aarhus, Denmark
Institut for Økonomi
RePEc:edi:creaudk (more details at EDIRC)
Research outputJump to: Working papers Articles
- Wei Wei & Denis Pelletier, 2015. "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers 2015-34, Department of Economics and Business Economics, Aarhus University.
- Asger Lunde & Anne Floor Brix & Wei Wei, 2015. "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers 2015-46, Department of Economics and Business Economics, Aarhus University.
- Wei Wei & Asger Lunde, 2016. "Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(2), pages 278-283.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Asger Lunde & Anne Floor Brix & Wei Wei, 2015.
"A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method,"
CREATES Research Papers
2015-46, Department of Economics and Business Economics, Aarhus University.
- Fileccia, Gaetano & Sgarra, Carlo, 2018. "A particle filtering approach to oil futures price calibration and forecasting," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 21-34.
Sorry, no citations of articles recorded.
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