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Nonlinear dynamics and recurre...
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67
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English
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
Paradiso, Antonio
6
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Dipartimento di Economia, Università Ca' Foscari Venezia
26
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
24
HAL
22
Tinbergen Instituut
6
European Commission / Statistical Office of the European Union
5
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3
Dipartimento di Economia e Management, Università degli Studi di Brescia
3
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3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
28
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26
Documents de travail du Centre d'Economie de la Sorbonne
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
The journal of alternative investments
3
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3
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3
Working Papers / Dipartimento di Economia e Management, Università degli Studi di Brescia
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
Banque de France Working Paper
2
Brussels Economic Review
2
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2
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ECONIS (ZBW)
314
RePEc
153
OLC EcoSci
29
EconStor
23
BASE
4
USB Cologne (EcoSocSci)
2
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191
Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912704
Saved in:
192
Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10008809881
Saved in:
193
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
194
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
195
Interactions between Eurozone and US booms and busts : A Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2014
Persistent link: https://www.econbiz.de/10010440081
Saved in:
196
A system for dating and detecting turning points in the euro area
Anas, Jacques
;
Billio, Monica
;
Mazzi, Gian Luigi
- In:
The Manchester School
76
(
2008
)
5
,
pp. 549-577
Persistent link: https://www.econbiz.de/10003751389
Saved in:
197
Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica
(
contributor
);
Casarin, Roberto
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003376740
Saved in:
198
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
199
Granger-causality in Markov switching models
Billio, Monica
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397545
Saved in:
200
A generalized dynamic conditional correlation model for portfolio risk evaluation
Billio, Monica
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397550
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