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1. MCMC Estimation of the COGARCH(1,1) Model


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2. Modeling individual migraine severity with autoregressive ordered probit models


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3. A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model


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4. Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance

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5. Estimation of stable CARMA models with an application to electricity spot prices

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6. Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance

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7. Regression Models for Ordinal Valued Time Series with Application to High Frequency Financial Data

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8. Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks

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9. Limit Experiments of GARCH

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10. Preprint of the corresponding article in Journal of Financial Econometrics (2010) 8 (4) 481-510.

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