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DateTitle Authors
2004 Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott FilterSchlicht, Ekkehart
2002 A note on covariance stationarity conditions for dynamic random coefficient modelsKapetanios, George
2005 Econometric methods of signal extractionPollock, Stephen
2005 Orthogonality conditions for non-dyadic wavelet analysisPollock, Stephen / Cascio, Iolanda Lo
2014 Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio ChoiceCallot, Laurent / Kock, Anders B. / Medeiros, Marcelo C.
2005 Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading NoisesDuan, Jin-Chuan / Fulop, Andras
2008 Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility componentsLiu, Ruipeng / Di Matteo, Tiziana / Lux, Thomas
2002 Simultaneously Modelling Conditional Heteroskedasticity and Scale ChangeFeng, Yuanhua
2013 A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominanceCorradi, Valentina / Swanson, Norman
2013 Density and conditional distribution based specification analysisDuong, Diep / Swanson, Norman

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