Found: 16
Select item for more details and to access through your institution.
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 4, p. 1376, doi. 10.1093/jjfinec/nbac007
- By:
- Publication type:
- Article
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering.
- Published in:
- Econometrics (2225-1146), 2018, v. 6, n. 4, p. 48, doi. 10.3390/econometrics6040048
- By:
- Publication type:
- Article
The Contribution of Structural Break Models to Forecasting Macroeconomic Series.
- Published in:
- Journal of Applied Econometrics, 2015, v. 30, n. 4, p. 596, doi. 10.1002/jae.2387
- By:
- Publication type:
- Article
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 5, p. 743, doi. 10.1002/jae.2280
- By:
- Publication type:
- Article
Theory and inference for a Markov switching GARCH model.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 218, doi. 10.1111/j.1368-423X.2009.00307.x
- By:
- Publication type:
- Article
A Component GARCH Model with Time Varying Weights.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2009, v. 13, n. 2, p. 1, doi. 10.2202/1558-3708.1512
- By:
- Publication type:
- Article
The Econometrics of Industrial Organization.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 7, p. 1153, doi. 10.1002/jae.1000
- By:
- Publication type:
- Article
Stochastic Conditional Intensity Processes.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 450, doi. 10.1093/jjfinec/nbj013
- By:
- Publication type:
- Article
Multivariate GARCH models: a survey.
- Published in:
- Journal of Applied Econometrics, 2006, v. 21, n. 1, p. 79, doi. 10.1002/jae.842
- By:
- Publication type:
- Article
Editor’s introduction.
- Published in:
- Empirical Economics, 2005, v. 30, n. 4, p. 791, doi. 10.1007/s00181-005-0010-0
- By:
- Publication type:
- Article
Exchange rate volatility and the mixture of distribution hypothesis.
- Published in:
- Empirical Economics, 2005, v. 30, n. 4, p. 889, doi. 10.1007/s00181-005-0005-x
- By:
- Publication type:
- Article
Ranking Economics Departments in Europe: A Statistical Approach.
- Published in:
- Journal of the European Economic Association, 2003, v. 1, n. 6, p. 1367, doi. 10.1162/154247603322752575
- By:
- Publication type:
- Article
Asymmetric ACD models: Introducing price information in ACD models.
- Published in:
- Empirical Economics, 2003, v. 28, n. 4, p. 709, doi. 10.1007/s00181-003-0155-7
- By:
- Publication type:
- Article
Isolation of Basidiobolus ranarum from ectotherms in Antwerp zoo with special reference to characterization of the isolated strains.
- Published in:
- Mycoses, 1999, v. 42, n. 4, p. 291, doi. 10.1046/j.1439-0507.1999.00450.x
- By:
- Publication type:
- Article
Bayesian Inference on GARCH Models Using the Gibbs Sampler.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 23, doi. 10.1111/1368-423X.11003
- By:
- Publication type:
- Article
INTRA-INDUSTRY SPECIALISATION IN A MULTI-COUNTRY AND MULTI-INDUSTRY FRAMEWORK.
- Published in:
- Economic Journal, 1987, v. 97, n. 388, p. 923, doi. 10.2307/2233080
- By:
- Publication type:
- Article