Pages that link to "Item:Q2925319"
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The following pages link to Dynamic Models for Volatility and Heavy Tails (Q2925319):
Displaying 38 items.
- Semiparametric modeling of multiple quantiles (Q6090581) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)
- Stochastic properties of nonlinear locally-nonstationary filters (Q6108342) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)
- Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242) (← links)
- Lumpy and intermittent retail demand forecasts with score-driven models (Q6167355) (← links)
- Modelling circular time series (Q6190948) (← links)
- Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
- Editorial: Networks, heterogeneity and evolution in economics: a short review (Q6497618) (← links)
- A robust Beveridge-Nelson decomposition using a score-driven approach with an application (Q6498748) (← links)
- Multiway clustering with time-varying parameters (Q6538406) (← links)
- Signal smoothing for score-driven models: a linear approach (Q6552986) (← links)
- Anticipating extreme losses using score-driven shape filters (Q6553216) (← links)
- Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)
- Modelling volatility dependence with score copula models (Q6553228) (← links)
- Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
- Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model (Q6573805) (← links)
- Maximum likelihood with a time varying parameter (Q6579434) (← links)
- Reverse engineering the last-minute on-line pricing practices: an application to hotels (Q6596735) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813) (← links)
- Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model (Q6617823) (← links)
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
- Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (Q6623173) (← links)
- New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)
- Modeling and Forecasting Macroeconomic Downside Risk (Q6626267) (← links)
- CO\(_2\) has significant implications for hourly ambient temperature: evidence from Hawaii (Q6626612) (← links)
- Bank Business Models at Zero Interest Rates (Q6634887) (← links)
- Quasi-likelihood analysis for Student-Lévy regression (Q6635303) (← links)
- Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility (Q6645226) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
- Unifying mortality forecasting model: an investigation of the COM-Poisson distribution in the GAS model for improved projections (Q6667794) (← links)
