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Spatial econometric interaction modelling : where spatial econometrics and spatial interaction modelling meet

Patuelli, Roberto; Arbia, Giuseppe - In: Spatial econometric interaction modelling, (pp. 1-12). 2016

Persistent link: https://www.econbiz.de/10011529830

Asymmetry and leverage in conditional volatility models

McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150

The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...

Persistent link: https://www.econbiz.de/10010417180

Stochastic epidemic modeling with application to the Sars-Cov-2 pandemic in Italy

Arbia, Giuseppe - In: Rivista internazionale di scienze sociali 129 (2021) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10012601949

Forecasting cryptocurrencies under model and parameter instability

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501

Persistent link: https://www.econbiz.de/10012300691

Forecasting value-at-risk using block structure multivariate stochastic volatility models

Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 40-50

Persistent link: https://www.econbiz.de/10011571858

Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370

Persistent link: https://www.econbiz.de/10011687515

Optimal portfolio choice under decision-based model combinations

Pettenuzzo, Davide; Ravazzolo, Francesco - In: Journal of applied econometrics 31 (2016) 7, pp. 1312-1332

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Using entropic tilting to combine BVAR forecasts with external nowcasts

Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 470-485

Persistent link: https://www.econbiz.de/10011705954

Spatial Econometric Interaction Modelling

Patuelli, Roberto (ed.); Arbia, Giuseppe (ed.) - 2016

This contributed volume applies spatial and space-time econometric methods to spatial interaction modeling. The first … part of the book addresses general cutting-edge methodological questions in spatial econometric interaction modeling, which … space-time migration modeling and residential relocation. …

Persistent link: https://www.econbiz.de/10014020588

Spatial econometric interaction modelling

Patuelli, Roberto (ed.); Arbia, Giuseppe (ed.) - International Exploratory Workshop on Advances in the … - 2016 - 1st ed. 2016

Persistent link: https://www.econbiz.de/10011483879