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Nonlinear dynamics and recurre...
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67
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366
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9
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Billio, Monica
343
Guégan, Dominique
164
Casarin, Roberto
121
Pelizzon, Loriana
93
Ravazzolo, Francesco
61
Dijk, Herman K. van
45
Costola, Michele
40
Guegan, Dominique
38
Addo, Peter Martey
34
Caporin, Massimiliano
33
Getmansky, Mila
33
Ferrara, Laurent
32
Calès, Ludovic
21
Ielpo, Florian
19
Lo, Andrew W.
16
Riedel, Max
14
Guégan, D.
13
Hassani, Bertrand
13
Latino, Carmelo
12
van Dijk, Herman K.
12
Ahelegbey, Daniel Felix
11
Sartore, Domenico
11
Frattarolo, Lorenzo
10
Hristova, Iva
10
Mazzi, Gian Luigi
10
Monfort, Alain
10
Anas, Jacques
9
Hassani, Bertrand K.
9
Iacopini, Matteo
9
Varotto, Simone
8
Rakotomarolahy, Patrick
7
Billio, M.
6
Cavicchioli, Maddalena
6
Donadelli, Michael
6
Dufour, Alfonso
6
Dufrénot, Gilles
6
Monfort, A.
6
Osuntuyi, Anthony
6
Panzica, Roberto Calogero
6
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6
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Dipartimento di Economia, Università Ca' Foscari Venezia
26
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24
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22
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6
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5
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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28
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26
Documents de travail du Centre d'Economie de la Sorbonne
25
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23
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
SAFE Working Paper
14
SAFE working paper
13
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11
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
11
Tinbergen Institute Discussion Paper
10
Discussion paper / Tinbergen Institute
8
Tinbergen Institute Discussion Papers
8
Journal of econometrics
6
Journal of forecasting
6
The European journal of finance
5
The journal of operational risk
5
Brussels economic review
4
Economics Bulletin
4
Growth and cycle in the Euro-zone
4
Journal of international financial markets, institutions & money
4
Applied financial economics
3
Computational Statistics & Data Analysis
3
Finance research letters
3
Journal of Forecasting
3
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
3
Les notes d'études et de recherche : NER
3
MPRA Paper
3
Statistics & Probability Letters
3
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3
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3
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3
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3
Annual reviews in control : a journal of FIFAC, the International Federation of Automatic Control
2
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2
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2
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2
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ECONIS (ZBW)
314
RePEc
153
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29
EconStor
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BASE
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171
Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area
Billio, Monica
;
Casarin, Roberto
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10003951826
Saved in:
172
Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
Saved in:
173
Bayesian combinations of stock price predictions with an application to the Amsterdam exchange index
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10009126681
Saved in:
174
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
175
Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10010191237
Saved in:
176
Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009786985
Saved in:
177
On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
Saved in:
178
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
179
Combinations schemes for turning points predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10009720757
Saved in:
180
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009724346
Saved in:
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