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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Frequentist inference in weakly identified DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009
Persistent link: https://www.econbiz.de/10003863748
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Modeling international financial returns with a multivariate regime-switching copula
Chollete, Lorán; Heinen, Andréas; Valdesogo, Alfonso - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 437-480
Persistent link: https://www.econbiz.de/10003907528
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A latent factor model of multivariate conditional heteroscedasticity
Aguilar, Mike - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 481-503
Persistent link: https://www.econbiz.de/10003907529
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Bayesian inference for multivariate copulas using pair-copula constructions
Min, Aleksey; Czado, Claudia - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 511-546
Persistent link: https://www.econbiz.de/10008665740
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Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Stramer, Osnat; Bognar, Matthew; Schneider, Paul - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 450-480
Persistent link: https://www.econbiz.de/10008665746
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Evaluating real-time var forecasts with an informative democratic prior
Wright, Jonathan H. - 2010
Persistent link: https://www.econbiz.de/10003969785
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Estimation and evaluation of DSGE models : progress and challenges
Schorfheide, Frank - 2010
Persistent link: https://www.econbiz.de/10008823758
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A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald; Hong, Han - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
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Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel; Horst, Enrique ter; Malone, Samuel - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 839-867
Persistent link: https://www.econbiz.de/10011417815