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An evaluation of financial institutions : impact on consumption and investment using panel data and the theory of risk-bearing
Alem, Mauro; Townsend, Robert M. - In: Journal of econometrics 183 (2014) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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On the predictive risk in misspecified quantile regression
Giessing, Alexander; He, Xuming - In: Journal of econometrics 213 (2019) 1, pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
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Mark to market value at risk
Chen, Yu; Wang, Zhicheng; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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Asset pricing with neural networks : significance tests
Fallahgoul, Hasan; Franstianto, Vincentius; Lin, Xin - In: Journal of econometrics 238 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
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Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
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Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans - In: Journal of econometrics 81 (1997) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
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Entropy and predictability of stock market returns
Maasoumi, Esfandiar; Racine, Jeffrey - In: Journal of econometrics 107 (2002) 1/2, pp. 291-312
Persistent link: https://www.econbiz.de/10001651309
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813