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Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
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The relation between unemployment and interest rate : some international evidence
Bierens, Herman J. - In: Econometric reviews 12 (1993) 2, pp. 217-256
Persistent link: https://www.econbiz.de/10001144881
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Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros; Denison, David G. T.; Holmes, Chris - In: Econometric reviews 26 (2007) 2, pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
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Posterior analysis of restricted seemingly unrelated regression equation models : a recursive analytical approach
Steel, Mark F. J. - In: Econometric reviews 11 (1992) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10001128479
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de; Skoulakis, Georgios - In: Econometric reviews 29 (2010) 5/6, pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
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An empirical comparison of machine learning models for time series forecasting
Ahmed, Nesreen K.; Atiya, Amir F.; Gayar, Neamat el; … - In: Econometric reviews 29 (2010) 5/6, pp. 594-621
Persistent link: https://www.econbiz.de/10008668149
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The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric; Medeiros, Marcelo C. - In: Econometric reviews 29 (2010) 5/6, pp. 571-593
Persistent link: https://www.econbiz.de/10008668163