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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara; Härdle, Wolfgang; Okhrin, Ostap - In: Journal of empirical finance 24 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
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Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie; D'Astous, Philippe; Dionne, Georges - In: Journal of empirical finance 33 (2015), pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
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Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song; Härdle, Wolfgang; Ritov, Ya'acov - In: The econometrics journal 17 (2014) 2, pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of empirical finance 19 (2012) 4, pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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Moments of the ARMA-EGARCH model
Karanasos, Menelaos; Kim, Jinki - In: The econometrics journal 6 (2003) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
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Count data models for a credit scoring system
Dionne, Georges - In: Journal of empirical finance 3 (1996) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10001206312
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Inflation convergence in the EMU
Karanasos, Menelaos; Koutroumpis, P.; Karavias, Y.; … - In: Journal of empirical finance 39 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946