Letzte Suchanfragen
Ergebnisse für *
Zeige Ergebnisse 1 bis 25 von 86.
-
Evaluating combined non-replicable forecasts
-
What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
-
Structure and asymptotic theory for nonlinear models with GARCH errors
-
Moment restriction-based econometric methods
an overview -
Robust estimation and forecasting of the capital asset pricing model
-
Journal impact factor versus eigenfactor and article influence
-
Alternative asymmetric stochastic volatility models
-
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
-
Evaluating combined non-replicable forecasts
-
What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
-
Testing the Box-Cox parameter for an integrated process
-
Structure and asymptotic theory for nonlinear models with GARCH Errors
-
How does Zinfluence affect article influence?
-
Moment based estimation of smooth transition regression models with endogenous variables
-
Forecasting realized volatility with linear and nonlinear models
-
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
-
Crude oil hedging strategies using dynamic multivariate GARCH
-
Conditional correlations and volatility spillovers between crude oil and stock index returns
-
Do we really need both BEKK and DCC?
a tale of two multivariate GARCH models -
Realized volatility risk
-
Forecasting realized volatility with linear and nonlinear univariate models
-
Value-at-risk for country risk ratings
-
Estimating the impact of whaling on global whale watching