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A MARKOV-SWITCHING MULTI-FRACTAL INTER-TRADE DURATION MODEL, WITH APPLICATION TO U.S. EQUITIES
Chen, Fei; Diebold, Francis X; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10009987405
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PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS
Chen, Fei; Sutcliffe, Charles - In: International journal of intelligent systems in … 19 (2012) 2, pp. 128-150
Persistent link: https://www.econbiz.de/10009979586
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Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles - In: The European journal of finance 18 (2012) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10009980920
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Pricing and hedging short sterling options using neural networks
Chen, Fei; Sutcliffe, Charles - In: Intelligent systems in accounting finance and … 19 (2012) 2, pp. 128-149
Persistent link: https://www.econbiz.de/10010005093
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DSGE model-based estimation of the New Keynesian Phillips curve
Schorfheide, Frank - In: Economic quarterly 94 (2008) 4, pp. 397-433
Persistent link: https://www.econbiz.de/10009922853
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VAR forecasting under misspecification
Schorfheide, Frank - In: Journal of econometrics 128 (2005) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10006751475
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Learning-by-Doing as a Propagation Mechanism
Chang, Yongsung; Gomes, Joao F.; Schorfheide, Frank - In: The American economic review 92 (2002) 5, pp. 1498-1520
Persistent link: https://www.econbiz.de/10006824610
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Testing for Indeterminacy: An Application to U.S. Monetary Policy
Lubik, Thomas A.; Schorfheide, Frank - In: The American economic review 94 (2004) 1, pp. 190-217
Persistent link: https://www.econbiz.de/10006816899
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Priors from General Equilibrium Models for VARS
Del Negro, Marco; Schorfheide, Frank - In: International economic review 45 (2004) 2, pp. 643
Persistent link: https://www.econbiz.de/10006023570
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IMPROVING GDP MEASUREMENT: A FORECAST COMBINATION PERSPECTIVE
Boragan Aruoba, S; Diebold, Francis X; Nalewaik, Jeremy; … - 2011
Persistent link: https://www.econbiz.de/10009800420