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A general quantile function model for economic and financial time series
Cai, Yuzhi - In: Econometric reviews 35 (2016) 5/7, pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
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Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud; Rombouts, Jeroen V. K. - In: Econometric reviews 38 (2019) 8, pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
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Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos; Kolossiatis, Michalis - In: Econometric reviews 39 (2020) 4, pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
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Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian - In: Econometric reviews 36 (2017) 6/9, pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
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Locally time-varying parameter regression
He, Zhongfang - In: Econometric reviews 43 (2024) 5, pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
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Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael; Pitts, Andrew - In: Econometric reviews 25 (2006) 2/3, pp. 425-451
Persistent link: https://www.econbiz.de/10003355808
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Estimation, learning and parameters of interest in a multiple outcome selection model
Tobias, Justin L. - In: Econometric reviews 25 (2006) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003309349
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Bayesian proportional hazard analysis of the timing of high school dropout decisions
Li, Mingliang - In: Econometric reviews 26 (2007) 5, pp. 529-556
Persistent link: https://www.econbiz.de/10003549305