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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ielpo, Florian"
~person:"Liu, Xiaochun"
~subject:"Konjunktur"
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Ielpo, Florian
Liu, Xiaochun
Chan, Joshua
3
Faff, Robert W.
3
Gallegati, Mauro
3
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3
Ireland, Peter N.
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Journal of banking & finance
Journal of economic dynamics & control
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
2
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
3
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
4
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun
- In:
Journal of banking & finance
82
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
Saved in:
5
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
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