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~isPartOf:"Econometrics : open access journal"
~subject:"Welt"
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~type_genre:"Research Report"
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Forecasting facing economic shifts, climate change and evolving pandemics
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Econometrics : open access journal
10
(
2022
)
1
,
pp. 1-21
have imperfect and incomplete
knowledge
of their data generating processes from changing human behaviour, so must search …
Persistent link: https://www.econbiz.de/10012804940
Saved in:
2
Regime switching vine copula models for global equity and volatility indices
Fink, Holger
;
Klimova, Yulia
;
Czado, Claudia
;
Stöber, Jakob
- In:
Econometrics : open access journal
5
(
2017
)
1
,
pp. 1-38
the best of our
knowledge
, no one has yet considered a global setup including both equity and implied volatility indices …
Persistent link: https://www.econbiz.de/10011653689
Saved in:
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