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2016
Removing specification errors from the usual formulation of binary choice models
Swamy, Paravastu A. V. B.
;
Chang, I-Lok
;
Mehta, Jatinder S.
;
Greene, William H.
;
Hall, Stephen G.
;
Tavlas, George S.
2016
Forecasting value-at-risk under different distributional assumptions
Braione, Manuela
;
Scholtes, Nicolas K.
2016
The evolving transmission of uncertainty shocks in the United Kingdom
Mumtaz, Haroon
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
2016
Generalized fractional processes with long memory and time dependent volatility revisited
Peiris, M. Shelton
;
Asai, Manabu
2016
Interpretation and semiparametric efficiency in quantile regression under misspecification
Lee, Ying-Ying
2016
Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns
Garay, Urbi
;
ter Horst, Enrique
;
Molina, German
;
Rodriguez, Abel
2016
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
Author
3
van Dijk, Herman K.
2
Baştürk, Nalan
2
Casarin, Roberto
2
Chang, I-Lok
2
Greene, William H.
2
Hall, Stephen G.
2
Hoogerheide, Lennart
2
Mehta, Jatinder S.
2
Peng, Bin
2
Ravazzolo, Francesco
.
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Journal - volume
47
Volume 4, 2016