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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019
Persistent link: https://www.econbiz.de/10011986953
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On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
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Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619566
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003746745