List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A similarity-based approach for macroeconomic forecasting Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
| Estimation of time-varying covariance matrices for large datasets Econometric Theory | 2022-01-26 | Paper |
| Forecasting VaR models under different volatility processes and distributions of return innovations Journal of Forecasting | 2018-10-12 | Paper |
| Shifts in volatility driven by large stock market shocks Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Research outcomes over time
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