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Results 11-20 of 322.
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2016
Forecasting value-at-risk under different distributional assumptions
Braione, Manuela
;
Scholtes, Nicolas K.
2015
Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-Tieng
;
Chavez-Demoulin, Valérie
;
Yu, Bin
2021
Fisher's z distribution-based mixture autoregressive model
Solikhah, Arifatus
;
Kuswanto, Heri
;
Iriawan, Nur
;
Fithriasari, Kartika
2015
Forecast combination under heavy-tailed errors
Cheng, Gang
;
Wang, Sicong
;
Yang, Yuhong
2016
The evolving transmission of uncertainty shocks in the United Kingdom
Mumtaz, Haroon
2018
Spurious seasonality detection: A non-parametric test proposal
Bariviera, Aurelio F.
;
Plastino, Angelo
;
Judge, George
2016
Generalized information matrix tests for detecting model misspecification
Golden, Richard M.
;
Henley, Steven S.
;
White, Halbert
;
Kashner, T. Michael
2016
Volatility forecasting: Downside risk, jumps and leverage effect
Audrino, Francesco
;
Hu, Yujia
2016
Subset-continuous-updating GMM estimators for dynamic panel data models
Ashley, Richard A.
;
Sun, Xiaojin
2017
Bayesian inference for latent factor copulas and application to financial risk forecasting
Schamberger, Benedikt
;
Gruber, Lutz F.
;
Czado, Claudia
Author
6
Judge, George
6
McAleer, Michael
5
Triacca, Umberto
4
Doornik, Jurgen A.
4
Hall, Stephen G.
4
Johansen, Søren
4
Nielsen, Bent
4
Paolella, Marc S.
4
Tavlas, George S.
4
Vera-Valdés, J. Eduardo
.
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Volume 2, 2014
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Volume 3, 2015
47
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49
Volume 7, 2019
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Volume 8, 2020
45
Volume 9, 2021