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Empirical models for evaluating errors in fitting extremes of a probability distribution
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Econometric methodology and the philosophy of science
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The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
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Prediction and accommodation in econometric modelling
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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
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Realized stochastic volatility models with generalized Gegenbauer long memory
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Specification testing of production in a stochastic frontier model
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A generalized email classification system for workflow analysis
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Theoretical and empirical differences between diagonal and full BEKK for risk management
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A tourism financial conditions index for tourism finance
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Stationarity and invertibility of a dynamic correlation matrix
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A new inequality measure that is sensitive to extreme values and asymmetries
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Specification testing of production in a stochastic frontier model
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Recent topical research on global, energy, health & medical, and tourism economics, and global software
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Connecting VIX and stock index ETF
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The fiction of full BEKK
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Forecasting the volatility of Nikkei 225 futures
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Realized stochastic volatility models with generalized Gegenbauer long memory
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A new inequality measure that is sensitive to extreme values and asymmetries
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Does the FOMC have expertise, and can it forecast?
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A decision rule to minimize daily capital charges in forecasting value-at-risk
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A simple expected volatility (SEV) index
application to SET50 index options -
Moment-bases estimation of smooth transition regression models with endogenous variables
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Theory and application of an economic performance measure of risk
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The correct regularity condition and interpretation of asymmetry in EGARCH