← All authors András Fülöp École Supérieure des Sciences Économiques et Commerciales (per OpenAlex) · ORCID · OpenAlex
15 papers in scope · 14 published · 1 on the econ.EM arXiv · 429 citations · h-index 10 (over the papers listed here)
Papers (1 of 15)
Estimating and Testing Long-Run Risk Models: International Evidence
published 2024 · Management Science · 6 citations · first circulated 2021
News indices on country fundamentals
published 2023 · Journal of Banking & Finance · 4 citations · first circulated 2018
with Zalán Kocsis
End-to-End Training of Deep Neural Networks in the Fourier Domain
published 2022 · Mathematics · 9 citations
with András Horváth
Standardization, transparency initiatives, and liquidity in the CDS market
published 2022 · Journal of Financial Markets · 13 citations · first circulated 2015
with Laurence Lescourret
working paper 2022 · arXiv · 1 citations · first circulated 2021
Real-time Bayesian learning and bond return predictability
published 2021 · Journal of Econometrics · 13 citations · first circulated 2018
Bayesian estimation of long-run risk models using sequential Monte Carlo
published 2021 · Journal of Econometrics · 13 citations · first circulated 2020
Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models
published 2019 · Computational Statistics & Data Analysis · 4 citations
Bayesian estimation of dynamic asset pricing models with informative observations
published 2018 · Journal of Econometrics · 24 citations
Bayesian Analysis of Bubbles in Asset Prices
published 2017 · Econometrics · 11 citations · first circulated 2014
Self-Exciting Jumps, Learning, and Asset Pricing Implications
published 2014 · Review of Financial Studies · 101 citations
Density-Tempered Marginalized Sequential Monte Carlo Samplers
published 2014 · Journal of Business and Economic Statistics · 53 citations · first circulated 2012
with Jin-Chuan Duan
Efficient learning via simulation: A marginalized resample-move approach
published 2013 · Journal of Econometrics · 71 citations · first circulated 2012
A stable estimator of the information matrix under EM for dependent data
published 2009 · Statistics and Computing · 16 citations
with Jin-Chuan Duan
Estimating the structural credit risk model when equity prices are contaminated by trading noises
published 2008 · Journal of Econometrics · 90 citations · first circulated 2006
with Jin-Chuan Duan
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