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McAleer, Michael
54
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28
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Whalley, John
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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2
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1
Advanced Brainstorm Carrefour <2016, Amsterdam>
1
Air Transportation Analytics
1
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ECONIS (ZBW)
5,407
RePEc
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EconStor
2
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851
Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille
;
Dovonon, Prosper
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 330-344
Persistent link: https://www.econbiz.de/10013275386
Saved in:
852
Les deux inflations : essai de modélisation
Levy-Garboua, Vivien
;
Maarek, Gérard
- In:
Revue française d'économie : RFE
36
(
2021
)
2
,
pp. 3-38
Persistent link: https://www.econbiz.de/10013414907
Saved in:
853
Origins of monetary policy shifts : a new approach to regime switching in DSGE models
Chang, Yoosoon
;
Maih, Junior
;
Tan, Fei
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014535138
Saved in:
854
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
855
The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang
;
Jiao, Anqi
;
Ma, Jun
- In:
Journal of empirical finance
64
(
2021
),
pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
Saved in:
856
Prostranstvenno-vremennaja neodnorodnostʹ regionov Sibiri: modelirovanie vzaimosvjazi socialʹno-ėkonomičeskich potencialov razvitija
Mjadzelec, A. V.
-
2021
Persistent link: https://www.econbiz.de/10013206277
Saved in:
857
Optimal combination of Arctic sea ice extent measures : a dynamic factor modeling approach
Diebold, Francis X.
;
Göbel, Maximilian
;
Goulet …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10013274310
Saved in:
858
Modeling high-dimensional unit-root time series
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Saved in:
859
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
860
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
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