Narrow search
Showing 1 - 10 of 428
Cover Image
Macroeconomic and financial risks : a tale of mean and volatility
Caldara, Dario; Scotti, Chiara; Zhong, Molin - 2021
Persistent link: https://www.econbiz.de/10012700481
Cover Image
Long memory in emerging market stock returns
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001441771
Cover Image
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2013
Persistent link: https://www.econbiz.de/10009735127
Cover Image
A note on the coefficient of determination in models with infinite variance variables
Kurz-Kim, Jeong-Ryeol; Loretan, Mico - 2007
Persistent link: https://www.econbiz.de/10003997434
Cover Image
Distribution of error correction tests for cointegration
Ericsson, Neil R.; MacKinnon, James G. - 1999
Persistent link: https://www.econbiz.de/10001443838
Cover Image
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2021
Persistent link: https://www.econbiz.de/10012700479
Cover Image
Improving the forecast accuracy of provisional data : an application of the Kalman filter to retail sales estimates
Pauls, B. D. - 1987
Persistent link: https://www.econbiz.de/10000750184
Cover Image
Pitfalls in tests for changes in correlations
Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - 1997
Persistent link: https://www.econbiz.de/10000645979
Cover Image
A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - 1998
Persistent link: https://www.econbiz.de/10000996016
Cover Image
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012229000