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~institution:"Instituto Valenciano de Investigaciones Económicas"
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León Valle, Ángel Manuel
3
Ciccarelli, Matteo
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2
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Nieto, Belén
2
Payá, Ivan
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Peel, David
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Rubia, Antonio
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Ñíguez, Trino-Manuel
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Illueca, Manuel
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Marco, Paulina
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Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
2,382
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
301
International Monetary Fund (IMF)
237
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
133
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C.E.P.R. Discussion Papers
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45
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39
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34
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21
Centre for Economic Policy Research
21
Federal Reserve System / Division of Research and Statistics
21
Birkbeck College / Department of Economics
20
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
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Working papers / Instituto Valenciano de Investigaciones Económicas
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ECONIS (ZBW)
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1
Volatility
and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
2
Autoregressive conditional
volatility
, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
3
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
4
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
(
contributor
); …
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Saved in:
5
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
Saved in:
6
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Saved in:
7
Oil price
shock
: a nonlinear approach
Jiménez-Rodríguez, Rebeca
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001726440
Saved in:
8
Panel index VAR models: specification, estimation, testing and leading indicators
Canova, Fabio
(
contributor
);
Ciccarelli, Matteo
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713856
Saved in:
9
Preference shocks from aggregation : time series data evidence
Maliar, Lilia
(
contributor
);
Maliar, Serguei
(
contributor
)
-
2003
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198333
Saved in:
10
Indivisible labor, lotteries and idiosyncratic productivity shocks
Maliar, Lilia
(
contributor
);
Maliar, Serguei
(
contributor
)
-
2003
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198539
Saved in:
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