| Estimating the structural credit risk model when equity prices are contaminated by trading noises JC Duan, A Fulop Journal of Econometrics 150 (2), 288-296, 2009 | 110 | 2009 |
| Self-exciting jumps, learning, and asset pricing implications A Fulop, J Li, J Yu The Review of Financial Studies 28 (3), 876-912, 2015 | 103 | 2015 |
| Efficient learning via simulation: A marginalized resample-move approach A Fulop, J Li Journal of Econometrics 176 (2), 146-161, 2013 | 91 | 2013 |
| Density-tempered marginalized sequential Monte Carlo samplers JC Duan, A Fulop Journal of Business & Economic Statistics 33 (2), 192-202, 2015 | 67 | 2015 |
| Intra-daily variations in volatility and transaction costs in the Credit Default Swap market A Fulop, L Lescourret | 44* | 2009 |
| Multiperiod corporate default prediction with the partially-conditioned forward intensity JC Duan, A Fulop Available at SSRN 2151174, 2013 | 37 | 2013 |
| A stable estimator of the information matrix under EM for dependent data JC Duan, A Fulop Statistics and Computing 21 (1), 83-91, 2011 | 21 | 2011 |
| Real-time Bayesian learning and bond return predictability R Wan, A Fulop, J Li Journal of Econometrics 230 (1), 114-130, 2022 | 19* | 2022 |
| Bayesian estimation of dynamic asset pricing models with informative observations A Fulop, J Li Journal of econometrics 209 (1), 114-138, 2019 | 17* | 2019 |
| Bayesian analysis of bubbles in asset prices A Fulop, J Yu Econometrics 5 (4), 47, 2017 | 16 | 2017 |
| Standardization, transparency initiatives, and liquidity in the CDS market L Daures-Lescourret, A Fulop Journal of Financial Markets 59, 100718, 2022 | 12* | 2022 |
| Real-time macro information and bond return predictability: Does deep learning help G Feng, A Fulop, J Li SSRN Electronic Journal, 2020 | 12* | 2020 |
| How frequently does the stock price jump? An analysis of high-frequency data with microstructure noises JC Duan, A Fülöp MNB Working Papers, 2007 | 11 | 2007 |
| Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models JC Duan, A Fulop, YW Hsieh Computational Statistics & Data Analysis 143, 106841, 2020 | 8* | 2020 |
| Feedback effects of rating downgrades A Fulop ESSEC, 2006 | 7 | 2006 |
| News-based indices on country fundamentals: Do they help explain sovereign credit spread fluctuations? A Fulop, Z Kocsis MNB Working Papers, 2018 | 6 | 2018 |
| Bayesian estimation of long-run risk models using sequential Monte Carlo A Fulop, J Heng, J Li, H Liu Journal of Econometrics 228 (1), 62-84, 2022 | 5 | 2022 |
| Filtering methods A Fulop Handbook of Computational Finance, 439-467, 2011 | 3 | 2011 |
| Computational doob h-transforms for online filtering of discretely observed diffusions N Chopin, A Fulop, J Heng, AH Thiery International Conference on Machine Learning, 5904-5923, 2023 | 2 | 2023 |
| Option mispricing and alpha portfolios A Fulop, J Li, M Wang ESSEC Business School Research Paper, 2022 | 2 | 2022 |
Jin-Chuan DuanCriat & National University of Singaporenus.edu.sg üzerinde doğrulanmış e-posta adresine sahip
