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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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IPOS in New Zealand : valuation multiples and benchmark adjusted performance
Dang, Huong; Jolly, Michael - 2016
Persistent link: https://www.econbiz.de/10011592852
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
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Pandemic labor force participation and net worth fluctuations
Faria e Castro, Miguel; Jordan-Wood, Samuel - 2023
Persistent link: https://www.econbiz.de/10014319922
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Morkovian bootstrap approach
Engsted, Tom; Mammen, Enno; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493825
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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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
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Policy news and stock market volatility
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Kost, Kyle - 2019
Persistent link: https://www.econbiz.de/10012026867
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Replicating the Dow Jones Industrial Average
Lin, Jacky; Selden, Genevieve C.; Shoven, John B.; … - 2021
Persistent link: https://www.econbiz.de/10012505795