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Publications by Anne Opschoor

A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

The Public and Private Information Sources of Volatility

SSRN Electronic Journal

English

Observation-Driven Models for Realized Variances and Overnight Returns

SSRN Electronic Journal

English

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

SSRN Electronic Journal

English

Time-Varying Tail Behavior for Realized Kernels

SSRN Electronic Journal

English

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

SSRN Electronic Journal

English