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type:"article"
~isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Cubadda, Gianluca"
~person:"Rump, Ben"
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A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
2
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
3
Stress-testing US bank holding companies : a dynamic panel quantile regression approach ; a comment
Pritsker, Matthew
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 714-716
Persistent link: https://www.econbiz.de/10010515588
Saved in:
4
Stress-testing US bank holding companies : a dynamic panel quantile regression approach
Covas, Francisco B.
;
Rump, Ben
;
Zakrajšek, Egon
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 691-713
Persistent link: https://www.econbiz.de/10010515589
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