Leopold Sögner

发表

Parameter estimation and inference with spatial lags and cointegration

Jan Mutl, Leopold Sögner, 2017 .

Economic growth and the incidence of occupational injuries in Austria

Leopold Sögner, Alfred Barth, Robert Winker, 2006, Wiener klinische Wochenschrift.

Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model

Leopold Sögner, Sylvia Fruhwirth-Schnatter, 2008 .

GMM estimation of affine term structure models

Jaroslava Hlouskova, Leopold Sögner, 2020 .

The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Paul Schneider, Leopold Sögner, Tanja Veža, 2009, Journal of Financial and Quantitative Analysis.

GMM Estimation of Affine Term Structure Models

Jaroslava Hlouskova, Leopold Sögner, 2015, Econometrics and Statistics.

Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law

S. Frühwirth-Schnatter, Leopold Sögner, 2009 .

Selection of the number of states by birth-death processes

Leopold Sögner, Leopold Sögner, 2000 .

Priors and Bayesian Parameter Estimation of Affine Term Structure Models

Leopold Sögner, 2014 .

The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

Paul Schneider, Leopold Sögner, Manfred Frühwirth, 2006 .

The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

Paul Schneider, Leopold Sögner, Manfred Frühwirth, 2006 .

Bayesian Parameter Estimation and Identification of Al(m)-Affine Term Structure Models∗

Leopold Sögner, 2012 .

Bayesian Learning, Shutdown and Convergence

Leopold Sögner, 2011 .

A New Strategy for Robbins' Problem of Optimal Stopping

Martin Meier, Leopold Sögner, 2016 .

An Exploratory Analysis on the Risk to be Offended on the Internet

Leopold Sögner, S. Kirchner, 2016 .

Jumps and Recovery Rates Inferred from Corporate CDS Premia

Leopold Sögner, Tanja Veža, P. Schneider, 2007 .

Hunting for Superstars

Martin Meier, Leopold Sögner, 2021, SSRN Electronic Journal.

An econometric analysis of maintenance costs as a basis for infrastructure charges for the Austrian railway system

Leopold Sögner, Alfred Stiassny, Alexander Pfister, 2008 .

The Implicit Estimation of Default Intensities and Recovery Rates

Leopold Sögner, 2002 .

Okun's Law Does the Austrian unemployment–GDP relationship exhibit structural breaks?

Leopold Sögner, 2001 .

Expectation Formation and Learning in Adaptive Capital Market Models

E. Dockner, Leopold Sögner, 2005 .

Sample autocorrelation learning in a capital market model

K. Pötzelberger, Leopold Sögner, 2004 .

Consistent expectations equilibria and learning in a stock market

Leopold Sögner, Leopold Sögner, Hans Mitlöhner, 2002 .

Stochastic equilibrium: learning by exponential smoothing

K. Pötzelberger, Leopold Sögner, 2003 .

Stochastic Equilibrium: Learing by Exponential Smoothing

K. Pötzelberger, Leopold Sögner, 2000 .

Socioeconomic Factors and Suicide: An Analysis of 18 Industrialized Countries for the Years 1983 Through 2007

Timo Gnambs, M. Kundi, Leopold Sögner, 2011, Journal of occupational and environmental medicine.

Learning, convergence and economic constraints

Leopold Sögner, Leopold Sögner, 2015, Math. Soc. Sci..

A new upper bound for Robbins' Problem

Martin Meier, Leopold Sögner, 2014 .

Bayesian Analysis and Model Selection of GARCH Models with Additive Jumps

C. Haefke, Leopold Sögner, 2013 .

The Jarrow/Turnbull default risk model—Evidence from the German market

Manfred Frühwirth, Leopold Sögner, Leopold Sögner, 2001 .

Administration Working Papers Series : Growth and Employment in Europe : Sustainability and Competitiveness Working Paper No . 13 A CROSS-COUNTRY STUDY ONOKUN

Leopold Sögner, Okun’s Law, 2004 .

Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Leopold Sögner, P. Schneider, M. Frühwirth, 2005, OR.

Weather and SAD Related Mood Effects on the Financial Market

Leopold Sögner, M. Frühwirth, 2015 .

Weather & SAD Related Mood Effects on the Financial Market∗

Leopold Sögner, M. Frühwirth, 2014 .

Regulation of a complementary imputed good in an competitive environment

Leopold Sögner, 1998 .

Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets

Martin Wagner, Leopold Sögner, M. Wagner, 2020 .

Parameter estimation and inference with spatial lags and cointegration

Jan Mutl, Leopold Sögner, 2013 .

Asset Pricing Under Asymmetric Information

Leopold Sögner, Christian Häfke, 1999 .

Stochastic equilibrium

K. Pötzelberger, Leopold Sögner, 2004 .

Chapter 32 – Equilibrium and Learning in a Non-Stationary Environment

K. Pötzelberger, Leopold Sögner, 2003 .

Equilibrium and Learning in a Non-Stationary Environment

K. Pötzelberger, Leopold Sögner, 2001 .

Making Parametric Portfolio Policies Work

Thomas Gehrig, Leopold Sögner, Arne Westerkamp, 2018 .

An analysis on the structural stability of Okun's law--a cross-country study

Leopold Sögner, Alfred Stiassny, 2002 .

Financial and economic uncertainties and their effects on the economy

Jaroslava Hlouskova, Leopold Sögner, Ines Fortin, 2023, Empirica.

Stock-Oil Comovement: Fundamentals or Financialization?

Otto Randl, J. Zechner, Leopold Sögner, 2020, SSRN Electronic Journal.

Estimating Marginal Costs for the Austrian Railway System

Alexander Pfister, Leopold Sögner, Gerhard Munduch, 2002 .

Performance of Characteristics-Based Portfolio Choice

Thomas Gehrig, Leopold Sögner, Arne Westerkamp, 2020 .

Socioeconomic Factors and Suicide: An Analysis of 18 Industrialized Countries for the Years 1983 Through 2007

Timo Gnambs, M. Kundi, Leopold Sögner, 2011, Journal of occupational and environmental medicine.

Bayesian Reconciliation of Return Predictability

Leopold Sogner, Leopold Sögner, Sylvia Fruhwirth-Schnatter, 2022, SSRN Electronic Journal.

Financial and economic uncertainties and their effects on the economy

Jaroslava Hlouskova, Leopold Sögner, Ines Fortin, 2023, Empirica.