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A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel; Hillebrand, Eric; Jensen, Sebastian - 2022
Persistent link: https://www.econbiz.de/10013367388
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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - 2020
Persistent link: https://www.econbiz.de/10012433967
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide; Grassi, Stefano; Santucci de … - 2015
Persistent link: https://www.econbiz.de/10011296884
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - 2017
Persistent link: https://www.econbiz.de/10011706192
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Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010
Persistent link: https://www.econbiz.de/10008651637
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Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S. - 2012
Persistent link: https://www.econbiz.de/10009667365
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Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano; Proietti, Tommaso - 2011
Persistent link: https://www.econbiz.de/10009006817
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117
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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10008986693
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Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - 2012
Persistent link: https://www.econbiz.de/10009562841