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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pintér, Gábor - In: International journal of forecasting 33 (2017) 4, pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
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Informed trading in government bond markets
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - 2021 - This draft: January 2021
Persistent link: https://www.econbiz.de/10012610910
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Informed trading in government bond markets
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - In: Journal of financial economics 142 (2021) 3, pp. 1253-1274
Persistent link: https://www.econbiz.de/10012875940
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Informed trading in government bond markets
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - 2020
Persistent link: https://www.econbiz.de/10012534785