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                             49 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A flexible and automated likelihood based framework for inference in stochastic volatility models Skaug, Hans J.
 2014
 76 C p. 642-654
13 p.
 artikel
2 A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution Wied, Dominik
 2014
 76 C p. 723-736
14 p.
 artikel
3 A joint test for structural stability and a unit root in autoregressions Pitarakis, Jean-Yves
 2014
 76 C p. 577-587
11 p.
 artikel
4 A likelihood ratio type test for invertibility in moving average processes Larsson, Rolf
 2014
 76 C p. 489-501
13 p.
 artikel
5 Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models Kastner, Gregor
 2014
 76 C p. 408-423
16 p.
 artikel
6 Bayesian estimation of smoothly mixing time-varying parameter GARCH models Chen, Cathy W.S.
 2014
 76 C p. 194-209
16 p.
 artikel
7 Bayesian option pricing using mixed normal heteroskedasticity models Rombouts, Jeroen V.K.
 2014
 76 C p. 588-605
18 p.
 artikel
8 CFEnetwork: The Annals of Computational and Financial Econometrics Kontoghiorghes, Erricos J.
 2014
 76 C p. 1-3
3 p.
 artikel
9 Comparison of specification tests for GARCH models Ghoudi, Kilani
 2014
 76 C p. 291-300
10 p.
 artikel
10 Contents 2014
 76 C p. vi-ix
nvt p.
 artikel
11 Dynamic factor multivariate GARCH model Santos, André A.P.
 2014
 76 C p. 606-617
12 p.
 artikel
12 Editorial Board 2014
 76 C p. iii-v
nvt p.
 artikel
13 Efficient importance sampling in mixture frameworks Kleppe, Tore Selland
 2014
 76 C p. 449-463
15 p.
 artikel
14 EGARCH models with fat tails, skewness and leverage Harvey, Andrew
 2014
 76 C p. 320-338
19 p.
 artikel
15 Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood Calzolari, Giorgio
 2014
 76 C p. 158-171
14 p.
 artikel
16 Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan
 2014
 76 C p. 359-376
18 p.
 artikel
17 Extended stochastic volatility models incorporating realised measures Venter, J.H.
 2014
 76 C p. 687-707
21 p.
 artikel
18 Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks Audrino, Francesco
 2014
 76 C p. 43-60
18 p.
 artikel
19 Forecasting with a noncausal VAR model Nyberg, Henri
 2014
 76 C p. 536-555
20 p.
 artikel
20 Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models Kiviet, Jan F.
 2014
 76 C p. 424-448
25 p.
 artikel
21 Infinite-order, long-memory heterogeneous autoregressive models Hwang, Eunju
 2014
 76 C p. 339-358
20 p.
 artikel
22 Interest rate spreads and output: A time scale decomposition analysis using wavelets Gallegati, Marco
 2014
 76 C p. 283-290
8 p.
 artikel
23 Long memory with stochastic variance model: A recursive analysis for US inflation Bos, Charles S.
 2014
 76 C p. 144-157
14 p.
 artikel
24 Maximum likelihood estimates for positive valued dynamic score models; The DySco package Andres, Philipp
 2014
 76 C p. 34-42
9 p.
 artikel
25 Maximum likelihood estimation of the Markov-switching GARCH model Augustyniak, Maciej
 2014
 76 C p. 61-75
15 p.
 artikel
26 Modeling tails of aggregate economic processes in a stochastic growth model Auray, Stéphane
 2014
 76 C p. 76-94
19 p.
 artikel
27 Modelling breaks and clusters in the steady states of macroeconomic variables Chan, Joshua C.C.
 2014
 76 C p. 186-193
8 p.
 artikel
28 Modified information criteria and selection of long memory time series models Baillie, Richard T.
 2014
 76 C p. 116-131
16 p.
 artikel
29 Multiple break detection in the correlation structure of random variables Galeano, Pedro
 2014
 76 C p. 262-282
21 p.
 artikel
30 Multivariate GARCH estimation via a Bregman-proximal trust-region method Chrétien, Stéphane
 2014
 76 C p. 210-236
27 p.
 artikel
31 Numerical distribution functions for seasonal unit root tests Diaz-Emparanza, Ignacio
 2014
 76 C p. 237-247
11 p.
 artikel
32 On the usefulness of cross-validation for directional forecast evaluation Bergmeir, Christoph
 2014
 76 C p. 132-143
12 p.
 artikel
33 Optimal design of Fourier estimator in the presence of microstructure noise Wang, Fangfang
 2014
 76 C p. 708-722
15 p.
 artikel
34 Panel cointegration testing in the presence of a time trend Karaman Örsal, Deniz Dilan
 2014
 76 C p. 377-390
14 p.
 artikel
35 Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle Bada, Oualid
 2014
 76 C p. 95-115
21 p.
 artikel
36 Realized stochastic volatility with leverage and long memory Shirota, Shinichiro
 2014
 76 C p. 618-641
24 p.
 artikel
37 Regime switches in the dependence structure of multidimensional financial data Stöber, Jakob
 2014
 76 C p. 672-686
15 p.
 artikel
38 Robust ranking of multivariate GARCH models by problem dimension Caporin, Massimiliano
 2014
 76 C p. 172-185
14 p.
 artikel
39 SCOMDY models based on pair-copula constructions with application to exchange rates Min, Aleksey
 2014
 76 C p. 523-535
13 p.
 artikel
40 Solving norm constrained portfolio optimization via coordinate-wise descent algorithms Yen, Yu-Min
 2014
 76 C p. 737-759
23 p.
 artikel
41 Sovereign credit ratings, market volatility, and financial gains Afonso, António
 2014
 76 C p. 20-33
14 p.
 artikel
42 Testing for persistence change in fractionally integrated models: An application to world inflation rates Martins, Luis F.
 2014
 76 C p. 502-522
21 p.
 artikel
43 Testing for serial independence of panel errors Du, Zaichao
 2014
 76 C p. 248-261
14 p.
 artikel
44 Testing for unit roots in short panels allowing for a structural break Karavias, Yiannis
 2014
 76 C p. 391-407
17 p.
 artikel
45 The indirect continuous-GMM estimation Kotchoni, Rachidi
 2014
 76 C p. 464-488
25 p.
 artikel
46 The univariate MT-STAR model and a new linearity and unit root test procedure Addo, Peter Martey
 2014
 76 C p. 4-19
16 p.
 artikel
47 Variance clustering improved dynamic conditional correlation MGARCH estimators Aielli, Gian Piero
 2014
 76 C p. 556-576
21 p.
 artikel
48 Vine-copula GARCH model with dynamic conditional dependence So, Mike K.P.
 2014
 76 C p. 655-671
17 p.
 artikel
49 When long memory meets the Kalman filter: A comparative study Grassi, Stefano
 2014
 76 C p. 301-319
19 p.
 artikel
                             49 gevonden resultaten
 
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