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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Stochastic volatility and DSGE models
Andreasen, Martin M. - 2009
Persistent link: https://www.econbiz.de/10003863170
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Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - 2014
Persistent link: https://www.econbiz.de/10010256309
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How Non-Gaussian shocks affect risk premia in non-linear DSGE models
Andreasen, Martin Møller - 2010
Persistent link: https://www.econbiz.de/10008659421
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Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10012620771
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023
Persistent link: https://www.econbiz.de/10014280884
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863172
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A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863181
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On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders; Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849498
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Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - 2009
Persistent link: https://www.econbiz.de/10003849514