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~accessRights:"restricted"
~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:"Asai, Manabu"
~person:"Billio, Monica"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Arvanitis, Stelios
Asai, Manabu
Billio, Monica
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
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Seo, Myung Hwan
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Su, Liangjun
4
Cavaliere, Giuseppe
3
Chan, Joshua
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Firpo, Sérgio Pinheiro
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Gagliardini, Patrick
3
Herwartz, Helmut
3
Härdle, Wolfgang
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Kapetanios, George
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Koo, Bonsoo
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Li, Yong
3
Lieberman, Offer
3
Maasoumi, Esfandiar
3
Marcellino, Massimiliano
3
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3
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3
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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
International journal of forecasting
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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
Saved in:
5
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:
6
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:
7
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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8
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
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