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person:"Newbold, Paul"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Spanos, Aris"
~person:"Ullah, Aman"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Newbold, Paul
Ashley, Richard A.
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Spanos, Aris
Ullah, Aman
Maasoumi, Esfandiar
13
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4
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ECONIS (ZBW)
24
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1
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
2
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:
3
Econometric Reviews honors Esfandiar Maasoumi
Phillips, Peter C. B.
;
Ullah, Aman
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011795280
Saved in:
4
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
Saved in:
5
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
6
Testing additive separability of error term in nonparametric structural models
Su, Liangjun
;
Tu, Yundong
;
Ullah, Aman
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Robustify financial time series forecasting with bagging
Jin, Sainan
;
Su, Liangjun
;
Ullah, Aman
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
Saved in:
9
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
10
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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