Correction: Ardia, D., <i>et al</i>. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. <i>Econometrics</i>...

by David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide, Herman K. Van Dijk
Published 2020-02-01

Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

by David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide, Herman K. van Dijk
Published 2016-03-01

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM

by Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Herman K. van Dijk
Published 2016-03-01

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

by Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor, Herman K. van Dijk
Published 2017-07-01