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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Financial market"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Financial market
Markov chain
Markov-Kette
Time varying parameters
Theorie
28
Theory
28
Time series analysis
13
Risiko
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Risk
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Schätzung
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Estimation theory
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Coronavirus
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Portfolio selection
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Paccagnini, Alessia
Spanos, Aris
Chan, Joshua
16
Koop, Gary
12
Leybourne, Stephen James
12
Taylor, Robert
12
Harvey, David I.
11
Franses, Philip Hans
7
Ghysels, Eric
7
McAleer, Michael
7
Pagan, Adrian R.
7
Phillips, Peter C. B.
7
Strachan, Rodney W.
7
Dijk, Herman K. van
6
Maasoumi, Esfandiar
6
Schorfheide, Frank
6
Steel, Mark F. J.
6
Wong, Benjamin
6
An, Sungbae
5
Bauwens, Luc
5
Haque, Qazi
5
Kapetanios, George
5
Koopman, Siem Jan
5
Li, Wai Keung
5
Mills, Terence C.
5
Perron, Pierre
5
Ullah, Aman
5
Zivot, Eric
5
Andreou, Elena
4
Baillie, Richard
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Canova, Fabio
4
Engle, Robert F.
4
Fiebig, Denzil G.
4
Granger, C. W. J.
4
Harvey, Andrew C.
4
Hendry, David F.
4
Herwartz, Helmut
4
Horváth, Lajos
4
Kilian, Lutz
4
Lee, Tae-hwy
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
CESifo working papers
4
Applied economics
3
Economics letters
3
Marco Fanno working papers
3
Oxford bulletin of economics and statistics
3
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Journal of risk and financial management : JRFM
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Journal of the Royal Statistical Society
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Macroeconomic dynamics
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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ECONIS (ZBW)
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1
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
2
Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013479213
Saved in:
3
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller
;
Caggiano, Giovanni
; …
-
2021
Persistent link: https://www.econbiz.de/10012664059
Saved in:
4
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
5
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
6
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2021
Persistent link: https://www.econbiz.de/10012586470
Saved in:
7
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
Saved in:
8
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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