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~accessRights:"free"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Tinbergen Institute Discussion Paper 10-104/DSF 2"
~isPartOf:"Tinbergen Institute Discussion Paper 14-118/III"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Allen, David E."
~person:"Asai, Manabu"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Paap, Richard"
~person:"Sluis, Pieter J. van der"
~source:"econis"
~subject:"ARCH model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
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Allen, David E.
Asai, Manabu
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Koopman, Siem Jan
Lucas, André
Paap, Richard
Sluis, Pieter J. van der
Amisano, Gianni
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Dées, Stéphane
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1
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
Saved in:
2
Systemic Risk Diagnostics : Coincident Indicators and Early Warning Signals
Schwaab, Bernd
-
2010
.S., the EU-27 area, and the rest of the
world
. Controlling for global, region-specific, and industry effects, we construct …
Persistent link: https://www.econbiz.de/10013135514
Saved in:
3
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
Saved in:
4
Conditional and joint credit risk
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2013
Persistent link: https://www.econbiz.de/10010233247
Saved in:
5
Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873870
Saved in:
6
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Barra, Istvan
-
2016
We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear, non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent...
Persistent link: https://www.econbiz.de/10013005987
Saved in:
7
Modeling extreme events : time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value
Theory
, but casts the model in a …
Persistent link: https://www.econbiz.de/10012429187
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