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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena; Ghysels, Eric - In: Journal of applied econometrics 17 (2002) 5, pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
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Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, … - In: Journal of applied econometrics 39 (2024) 2, pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
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Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan; Manganelli, Simone - In: Journal of applied econometrics 39 (2024) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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Bayesian Inference for Periodic Regime-switching Models
Ghysels, E.; McCulloch, R.E.; Tsay, R.S. - In: Journal of applied econometrics 13 (1998) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10006993750
Cover Image
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena; Ghysels, Eric - In: Journal of applied econometrics 17 (2002) 5, pp. 579-600
Persistent link: https://www.econbiz.de/10006970941