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The role of credit in predicting US recessions
Pönkä, Harri - 2015
Persistent link: https://www.econbiz.de/10011387597
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Regularized estimation of structural instability in factor models : the US macroeconomy and the Great Moderation
Callot, Laurent; Kristensen, Johannes Tang - 2015
Persistent link: https://www.econbiz.de/10010529439
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti - 2018
Persistent link: https://www.econbiz.de/10011864895
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Identification of macroeconomic factors in large panels
Bork, Lasse; Dewachter, Hans; Houssa, Romain - 2009
Persistent link: https://www.econbiz.de/10003883594
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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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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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
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On the effects of private information on volatility
Opschoor, Anne (contributor) - 2012
Persistent link: https://www.econbiz.de/10009502496
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Forecasting US recessions : the role of sentiments
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - 2013
Persistent link: https://www.econbiz.de/10009741423
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Rough electricity : a new fractal multi-factor model of electricity spot prices
Bennedsen, Mikkel - 2015
Persistent link: https://www.econbiz.de/10011343496