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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Güth, Werner
405
Nijkamp, Peter
368
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321
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Stiglitz, Joseph E.
242
Koskela, Erkki
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Aizenman, Joshua
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Broll, Udo
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Heckman, James J.
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University of Canterbury / Dept. of Economics and Finance
10
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5
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Econometric theory
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39
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of applied econometrics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Economia internazionale
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Discussion paper / Center for Economic Research, Tilburg University
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American journal of agricultural economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
1,289
EconStor
7
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1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
5
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
6
A financial risk meter for China
Wang, Ruting
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Emerging markets review
56
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478649
Saved in:
7
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
8
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
9
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
10
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
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