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Nonparametric density shrinkage
Sancetta, Alessio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328149
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003491106
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Time series models with an EGB2 conditional distribution
Caivano, Michele; Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009772448
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The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe; Harvey, Andrew C. - 2012
Persistent link: https://www.econbiz.de/10009667180
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Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities
Galán, Jorge E.; Pollitt, Michael G. - 2014
Persistent link: https://www.econbiz.de/10010405564
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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - 2014
Persistent link: https://www.econbiz.de/10010504846
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - 2019
Persistent link: https://www.econbiz.de/10012703124
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Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo; Lipińska, Anna; Lombardo, Giovanni - 2021
Persistent link: https://www.econbiz.de/10013259540
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Local asymptotic normality of the spectrum of high-dimensional spiked F-ratios
Dharmawansa, Prathapasinghe; Johnstone, Iain M.; … - 2018
Persistent link: https://www.econbiz.de/10012667601
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Empirically-transformed linear opinion pools
Garratt, Anthony; Henckel, Timo; Vahey, Shaun P. - 2019
Persistent link: https://www.econbiz.de/10012224004