Modeling the conditional distribution of financial returns with asymmetric tails.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 46, doi. 10.1002/jae.2730
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 2020 AND VI 35 AND IP 1
Results: 9
1
2
Interpreting shocks to the relative price of investment with a two‐sector model.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 82, doi. 10.1002/jae.2728
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- Publication type:
- Article
3
Refining the workhorse oil market model.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 130, doi. 10.1002/jae.2743
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- Publication type:
- Article
4
Estimating and accounting for the output gap with large Bayesian vector autoregressions.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 1, doi. 10.1002/jae.2733
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- Publication type:
- Article
5
Introducing the Bank of Canada staff economic projections database.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 114, doi. 10.1002/jae.2744
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- Publication type:
- Article
6
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 19, doi. 10.1002/jae.2742
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- Publication type:
- Article
7
The next hundred years of growth and convergence.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 99, doi. 10.1002/jae.2732
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- Publication type:
- Article
8
Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. 61, doi. 10.1002/jae.2726
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- Publication type:
- Article
9
Issue Information.
- Published in:
- Journal of Applied Econometrics, 2020, v. 35, n. 1, p. i, doi. 10.1002/jae.2713
- Publication type:
- Article