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Phillips, Peter C. B.
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16
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10
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ECONIS (ZBW)
1,635
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1
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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2
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
3
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
Saved in:
4
The construction of empirical credit scoring rules based on maximization principles
Lieli, Robert P.
;
White, Halbert
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 110-119
Persistent link: https://www.econbiz.de/10008661798
Saved in:
5
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
6
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
7
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
8
Mobility
measurement
, transition matrices and statistical inference
Formby, John P.
;
Smith, W. James
;
Zheng, Buhong
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10001998954
Saved in:
9
Price dynamics, retail chains and inflation
measurement
Nakamura, Alice Orcutt
;
Nakamura, Emi
;
Nakamura, …
- In:
Journal of econometrics
161
(
2011
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10009242210
Saved in:
10
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
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