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A

András Fülöp

ESSEC Business School

12H-index
51Paper Count
616Citation Count
Published Papers 8
Publication Date
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Estimating and Testing Long-Run Risk Models: International Evidence
errMANAGEMENT SCIENCE
IF4.9
err2024-08-08
err0
PREAI
errFulop, Andras; Li, Junye; Liu, Hening; Yan, Cheng
errShare
errSave
News indices on country fundamentals
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-09-01
err0
errOAAI
errFulop, Andras; Kocsis, Zalan
errShare
errSave
Real-time Bayesian learning and bond return predictability
errJOURNAL OF ECONOMETRICS
IF4
err2022-09-01
err4
PREAI
errWan, Runqing; Fulop, Andras; Li, Junye
errShare
errSave
Bayesian estimation of long-run risk models using sequential Monte Carlo
errJOURNAL OF ECONOMETRICS
IF4
err2022-05-01
err1
errOAAI
errFulop, Andras; Heng, Jeremy; Li, Junye; Liu, Hening
errShare
errSave
Bayesian estimation of dynamic asset pricing models with informative observations
errJOURNAL OF ECONOMETRICS
IF4
err2019-03-01
err10
errOAAI
errFulop, Andras; Li, Junye
errShare
errSave
Self-Exciting Jumps, Learning, and Asset Pricing Implications
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2014-11-03
err69
errOAAI
errFulop, Andras; Li, Junye; Yu, Jun
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errSave
Efficient learning via simulation: A marginalized resample-move approach
errJOURNAL OF ECONOMETRICS
IF4
err2013-10-01
err42
PREAI
errFulop, Andras; Li, Junye
errShare
errSave
Estimating the structural credit risk model when equity prices are contaminated by trading noises
errJOURNAL OF ECONOMETRICS
IF4
err2009-06-01
err42
errOAAI
errDuan, Jin-Chuan; Fulop, Andras
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errSave

Research Directions

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Co-authors
Cooperation Journals
J
Jun Yu
H-index: 41 · Papers: 354
颜诚 cover
颜诚 (Cheng Yan)
H-index: 28 · Papers: 151
H
Hening Liu
H-index: 21 · Papers: 65
J
Junye Li
H-index: 14 · Papers: 65
J
Jeremy Heng
H-index: 11 · Papers: 41
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