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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro; Wang, Dandan - 2020
Persistent link: https://www.econbiz.de/10012310571
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Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del; Escribano, Álvaro; … - 2024
Persistent link: https://www.econbiz.de/10014566880
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Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro; Rodríguez, Juan-Andrés - 2023
Persistent link: https://www.econbiz.de/10014320871
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221928
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012310604
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Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100546