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 |
|---|---|---|
| Uniform Inference in Predictive Regression Models Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Information bounds for Gaussian copula parameter in stationary semiparametric Markov models Statistics & Probability Letters | 2024-12-09 | Paper |
| Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models Journal of Econometrics | 2021-03-24 | Paper |
| Semiparametric estimation of the bid-ask spread in extended roll models Journal of Econometrics | 2019-04-26 | Paper |
| Semiparametric identification of the bid-ask spread in extended Roll models Journal of Econometrics | 2017-08-24 | Paper |
| Forecasting cointegrated nonstationary time series with time-varying variance Journal of Econometrics | 2016-11-17 | Paper |
| Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model Economics Letters | 2015-01-14 | Paper |
| Efficient estimation of copula-based semiparametric Markov models The Annals of Statistics | 2009-12-09 | Paper |
Research outcomes over time
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