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subject:"United Kingdom"
~person:"Escribano, Álvaro"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Escribano, Álvaro
Francq, Christian
26
Zakoïan, Jean-Michel
22
Teräsvirta, Timo
16
Rahbek, Anders
15
Hafner, Christian M.
13
Kumar, Dilip
12
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11
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10
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9
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9
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8
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8
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8
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8
Pedersen, Rasmus Søndergaard
8
Preminger, Arie
8
Silvennoinen, Annastiina
8
Ardia, David
7
Carnero, M. Angeles
7
Lütkepohl, Helmut
7
Shephard, Neil G.
7
Trojani, Fabio
7
Cavaliere, Giuseppe
6
Horváth, Lajos
6
Härdle, Wolfgang
6
Maheswaran, S.
6
Shin, Yongcheol
6
Sucarrat, Genaro
6
Amado, Cristina
5
Bekaert, Geert
5
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5
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5
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5
Kristensen, Dennis
5
Li, Guodong
5
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5
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
4
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
5
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
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