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Estimation
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Gil-Alaña, Luis A.
85
Caporale, Guglielmo Maria
84
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71
Härdle, Wolfgang
56
Gupta, Rangan
52
Heckman, James J.
51
McAleer, Michael
47
Hautsch, Nikolaus
44
Koopman, Siem Jan
44
Marcellino, Massimiliano
44
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41
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40
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39
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38
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36
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35
Acemoglu, Daron
34
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31
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30
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29
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29
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29
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29
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29
Basu, Susanto
28
Diebold, Francis X.
28
Feenstra, Robert C.
28
Kaiser, Ulrich
28
Lindé, Jesper
28
Mumtaz, Haroon
28
Attanasio, Orazio P.
27
Buch, Claudia M.
27
Creedy, John
27
Egger, Peter
27
Rubio-Ramírez, Juan Francisco
27
Castelnuovo, Efrem
26
Chan, Joshua
26
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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University of Oxford / Institute of Economics and Statistics
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Verlag Dr. Kovač
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Institut für Höhere Studien
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Universität Mannheim
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Trinity College Dublin / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Eric Cuvillier <Firma>
7
Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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University of Exeter / Department of Economics
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Centre for Quantitative Economics & Computing
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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European University Institute / Department of Economics
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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Deutschland / Bundeswehr / Universität Hamburg
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Edward Elgar Publishing
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Federal Reserve Bank of St. Louis
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Shaker Verlag
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University of Otago / Commerce Division
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Discussion paper / Centre for Economic Policy Research
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302
CESifo working papers
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Economics letters
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Economic modelling
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Journal of econometrics
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Journal of applied econometrics
158
Journal of international money and finance
157
IZA Discussion Paper
154
Journal of banking & finance
147
Discussion paper
143
Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
135
Europäische Hochschulschriften / 5
133
Journal of economic dynamics & control
133
Discussion papers / CEPR
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Journal of macroeconomics
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Journal of empirical finance
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The review of economics and statistics
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Energy economics
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Applied financial economics
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Finance research letters
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International journal of forecasting
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SpringerLink / Bücher
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of monetary economics
97
Macroeconomic dynamics
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Journal of financial economics
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European economic review : EER
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Econometric reviews
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Journal of international economics
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ECONIS (ZBW)
30,220
RePEc
2
EconStor
1
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1
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1
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
2
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
3
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
4
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
7
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
8
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
9
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
10
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
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