Sustainable Financial Obligations and Crisis Cycles.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 27, doi. 10.3390/econometrics5020027
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- Publication type:
- Article
Works matching IS 22251146 AND DT 2017 AND VI 5 AND IP 2
Results: 12
1
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The Realized Hierarchical Archimedean Copula in Risk Modelling.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 26, doi. 10.3390/econometrics5020026
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- Article
3
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 25, doi. 10.3390/econometrics5020025
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- Publication type:
- Article
4
A Spatial Econometric Analysis of the Calls to the Portuguese National Health Line.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 24, doi. 10.3390/econometrics5020024
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- Publication type:
- Article
5
Dependence between Stock Returns of Italian Banks and the Sovereign Risk.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 23, doi. 10.3390/econometrics5020023
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- Publication type:
- Article
6
Unit Roots and Structural Breaks.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 22, doi. 10.3390/econometrics5020022
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- Publication type:
- Article
7
Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 21, doi. 10.3390/econometrics5020021
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- Publication type:
- Article
8
Copula-Based Factor Models for Multivariate Asset Returns.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 20, doi. 10.3390/econometrics5020020
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- Publication type:
- Article
9
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 19, doi. 10.3390/econometrics5020019
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- Publication type:
- Article
10
The Univariate Collapsing Method for Portfolio Optimization.
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- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 18, doi. 10.3390/econometrics5020018
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- Publication type:
- Article
11
Selecting the Lag Length for the M<sup>GLS</sup> Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 17, doi. 10.3390/econometrics5020017
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- Publication type:
- Article
12
Copula-Based vMEM Specifications versus Alternatives: The Case of Trading Activity.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 16, doi. 10.3390/econometrics5020016
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- Publication type:
- Article