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Podolskij, Mark
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CREATES research paper
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ECONIS (ZBW)
211
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71
Space-time modeling of electricity spot prices
Abate, Girum Dagnachew
;
Haldrup, Niels
-
2015
Persistent link: https://www.econbiz.de/10010529454
Saved in:
72
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
73
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
74
Dynamic factor models for the volatility surface
Wel, Michael van der
;
Ozturk, Sait R.
;
Dijk, Dick van
-
2015
Persistent link: https://www.econbiz.de/10011516999
Saved in:
75
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
76
Effects of macroeconomic uncertainty upon the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2015
Persistent link: https://www.econbiz.de/10011517001
Saved in:
77
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
78
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
79
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2015
Persistent link: https://www.econbiz.de/10010464687
Saved in:
80
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
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