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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...

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Forecasting cryptocurrencies under model and parameter instability

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

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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

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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

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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

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Educational inequality and public policy preferences : evidence from representative survey experiments

Lergetporer, Philipp; Werner, Katharina; Woessmann, Ludger - In: Journal of public economics 188 (2020), pp. 1-27

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Do party positions affect the public's policy preferences? : experimental evidence on support for family policies

Grewenig, Elisabeth; Lergetporer, Philipp; Werner, Katharina - In: Journal of economic behavior & organization : JEBO 179 (2020), pp. 523-543

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Information provision and preferences for education spending : evidence from representative survey experiments in three countries

Cattaneo, Maria Alejandra; Lergetporer, Philipp; … - In: European journal of political economy 63 (2020), pp. 1-15

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How information affects support for education spending : evidence from survey experiments in Germany and the United States

Lergetporer, Philipp; Schwerdt, Guido; Werner, Katharina; … - In: Journal of public economics 167 (2018), pp. 138-157

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