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Calvet, Laurent E. [Author] ; Czellar, Veronika [Other]

State-Observation Sampling and the Econometrics of Learning Models

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[S.l.]: SSRN, [2013]
Czellar, Veronika [Author] ; Garcia, René [Other]; Le Grand, Francois [Other]

Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions

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[S.l.]: SSRN, [2017]
Czellar, Veronika [Author] ; Karolyi, George Andrew [Other]; Ronchetti, Elvezio [Other]

Indirect Robust Estimation of the Short-Term Interest Rate Process

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https://ssrn.com/abstract=672342

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[S.l.]: SSRN, [2013]
Calvet, Laurent E. [Author] ; Czellar, Veronika [Other]; Ronchetti, Elvezio [Other]

Robust Filtering

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https://ssrn.com/abstract=2123477

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[S.l.]: SSRN, [2013]
Calvet, Laurent E. [Author]; Czellar, Veronika [Author]

Through the looking glass : indirect inference via simple equilibria

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https://ssrn.com/abstract=2444445

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Paris: HEC, 2013

Published in: Ecole des hautes études commerciales: HEC Paris research paper series ; 1048
Mao, Xiuping [Author] ; Czellar, Veronika [Other]; Ruiz, Esther [Other]; Veiga, Helena [Other]

Asymmetric Stochastic Volatility Models : Properties and ABC Filter-based Maximum Likelihood Estimation

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[S.l.]: SSRN, [2016]
Czellar, Veronika [Author]; Garcia, René [Author]; Le Grand, Francois [Author]

Online Appendix for : Uncovering Asset Market Participation from Household Consumption and Income

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https://ssrn.com/abstract=3976525

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[S.l.]: SSRN, [2022]
Czellar, Veronika [Author]; Garcia, René [Author]; Le Grand, Francois [Author]

Uncovering Asset Market Participation from Household Consumption and Income

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[S.l.]: SSRN, [2022]
Czellar, Veronika [Author]; Frazier, David T. [Author]; Renault, Eric [Author]

Approximate maximum likelihood for complex structural models

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https://warwick.ac.uk/fac/soc/economics/research/workingpapers/2021/twerp_1337_-_renault.pdf

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Coventry, United Kingdom: University of Warwick, Department of Economics, [2021]

Published in: Warwick economic research papers ; 1337
Calvet, Laurent E. [Author]; Czellar, Veronika [Author]; Gouriéroux, Christian [Author]

Structural dynamic analysis of systematic risk

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http://crest.science/RePEc/wpstorage/2016-19.pdf

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[Palaiseau]: Centre de recherche en economie et statistique, [2016]

Published in: Centre de recherche en économie et statistique: Série des documents de travail ; 2016,19
Alperovych, Yan [Author]; Cumming, Douglas J. [Author]; Czellar, Veronika [Author]; Groh, Alexander Peter [Author]

M&A Rumors about Unlisted Firms : Online Appendix

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[S.l.]: SSRN, [2021]
CZELLAR, VERONIKA; RONCHETTI, ELVEZIO

Accurate and robust tests for indirect inference

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Biometrika Trust, University College London, 2010

Published in: Biometrika
Calvet, Laurent E.; Czellar, Veronika

Accurate Methods for Approximate Bayesian Computation Filtering

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Oxford University Press (OUP), 2015

Published in: Journal of Financial Econometrics
Calvet, Laurent E.; Czellar, Veronika

Through the Looking Glass: Indirect Inference via Simple Equilibria

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Elsevier BV, 2013

Published in: SSRN Electronic Journal
Calvet, Laurent E.; Czellar, Veronika

State-Observation Sampling and the Econometrics of Learning Models

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Elsevier BV, 2011

Published in: SSRN Electronic Journal
Czellar, Veronika; Garcia, René; Le Grand, François

Online Appendix for: Uncovering Asset Market Participation from Household Consumption and Income

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Elsevier BV, 2021

Published in: SSRN Electronic Journal
Czellar, Veronika; Garcia, René; Le Grand, François

Uncovering Asset Market Participation from Household Consumption and Income

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Elsevier BV, 2021

Published in: SSRN Electronic Journal
Czellar, Veronika; Garcia, Renn; Le Grand, Francois

Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions

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Elsevier BV, 2017

Published in: SSRN Electronic Journal
Calvet, Laurent E.; Czellar, Veronika; Ronchetti, Elvezio

Robust Filtering

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Informa UK Limited, 2015

Published in: Journal of the American Statistical Association
Calvet, Laurent E.; Czellar, Veronika; Ronchetti, Elvezio

Robust Filtering

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Taylor & Francis Group, LLC, 2015

Published in: Journal of the American Statistical Association

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