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~accessRights:"restricted"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"CESifo working papers"
~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Arvanitis, Stelios"
~person:"Billio, Monica"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Arvanitis, Stelios
Billio, Monica
Chan, Joshua
Galvão Júnior, Antônio Fialho
Kapetanios, George
McAleer, Michael
Linton, Oliver
7
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Annals of economics and statistics
CESifo working papers
Decisions in economics and finance : a journal of applied mathematics
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Stochastic dominance efficient sets and stochastic spanning
Arvanitis, Stelios
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 401-409
Persistent link: https://www.econbiz.de/10012587852
Saved in:
4
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
5
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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6
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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7
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
8
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
9
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
10
Quantile regression random effects
Galvão Júnior, Antônio Fialho
;
Poirier, Alexandre
- In:
Annals of economics and statistics
134
(
2019
),
pp. 109-148
Persistent link: https://www.econbiz.de/10012305978
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