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Results 1-10 of 47.
Year of PublicationTitleAuthor(s)
2016Removing specification errors from the usual formulation of binary choice models
In: volume: 4, 2016, issue: 2, p. 1-21
Swamy, Paravastu A. V. B.; Chang, I-Lok; Mehta, Jatinder S.; Greene, William H.; Hall, Stephen G.; Tavlas, George S.
2016Forecasting value-at-risk under different distributional assumptions
In: volume: 4, 2016, issue: 1, p. 1-27
Braione, Manuela; Scholtes, Nicolas K.
2016The evolving transmission of uncertainty shocks in the United Kingdom
In: volume: 4, 2016, issue: 1, p. 1-18
Mumtaz, Haroon
2016Generalized information matrix tests for detecting model misspecification
In: volume: 4, 2016, issue: 4, p. 1-24
Golden, Richard M.; Henley, Steven S.; White, Halbert; Kashner, T. Michael
2016Volatility forecasting: Downside risk, jumps and leverage effect
In: volume: 4, 2016, issue: 1, p. 1-24
Audrino, Francesco; Hu, Yujia
2016Subset-continuous-updating GMM estimators for dynamic panel data models
In: volume: 4, 2016, issue: 4, p. 1-13
Ashley, Richard A.; Sun, Xiaojin
2016Generalized fractional processes with long memory and time dependent volatility revisited
In: volume: 4, 2016, issue: 3, p. 1-21
Peiris, M. Shelton; Asai, Manabu
2016Interpretation and semiparametric efficiency in quantile regression under misspecification
In: volume: 4, 2016, issue: 1, p. 1-14
Lee, Ying-Ying
2016Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns
In: volume: 4, 2016, issue: 1, p. 1-23
Garay, Urbi; ter Horst, Enrique; Molina, German; Rodriguez, Abel
2016Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
In: volume: 4, 2016, issue: 1, p. 1-19
Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; van Dijk, Herman K.