| Publication | Date of Publication | Type |
|---|
| Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume | 2024-03-06 | Paper |
| On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates | 2023-11-17 | Paper |
| When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume | 2023-09-28 | Paper |
| Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms | 2023-04-14 | Paper |
| On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness | 2023-04-14 | Paper |
| Probability assessments of an ice-free Arctic: comparing statistical and climate model projections | 2022-12-14 | Paper |
| A benchmark model for fixed-target Arctic sea ice forecasting | 2022-07-26 | Paper |
| Assessing point forecast accuracy by stochastic error distance | 2022-06-08 | Paper |
| Financial and Macroeconomic Connectedness | 2019-08-14 | Paper |
| On the Correlation Structure of Microstructure Noise: A Financial Economic Approach | 2019-01-23 | Paper |
| THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003 | 2018-12-21 | Paper |
| On the Comparison of Interval Forecasts | 2018-11-16 | Paper |
| Real-time forecast evaluation of DSGE models with stochastic volatility | 2017-11-07 | Paper |
| The affine arbitrage-free class of Nelson-Siegel term structure models | 2016-08-12 | Paper |
| Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach | 2016-06-22 | Paper |
| The macroeconomy and the yield curve: a dynamic latent factor approach | 2016-06-10 | Paper |
| Forecasting the term structure of government bond yields | 2016-04-25 | Paper |
| Improving GDP measurement: a measurement-error perspective | 2016-03-01 | Paper |
| The exact initial covariance matrix of the state vector of a general \(MA(q)\) process | 2016-01-01 | Paper |
| Exact maximum-likelihood estimation of autoregressive models via the Kalman filter | 2016-01-01 | Paper |
| Assessing point forecast accuracy by stochastic loss distance | 2015-10-05 | Paper |
| A Markov-switching multifractal inter-trade duration model, with application to US equities | 2014-06-06 | Paper |
| On the network topology of variance decompositions: measuring the connectedness of financial firms | 2014-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4903819 | 2013-01-28 | Paper |
| Realized Beta: Persistence and Predictability | 2010-06-30 | Paper |
| An arbitrage‐free generalized Nelson–Siegel term structure model | 2009-12-22 | Paper |
| Weather Forecasting for Weather Derivatives | 2007-08-20 | Paper |
| Modeling and Forecasting Realized Volatility | 2006-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374310 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374323 | 2006-03-09 | Paper |
| Forecasting the term structure of government bond yields | 2006-02-01 | Paper |
| The Distribution of Realized Exchange Rate Volatility | 2003-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4409939 | 2003-07-01 | Paper |
| Econometrics: retrospect and prospect | 2001-01-01 | Paper |
| Long memory and regime switching | 2001-01-01 | Paper |
| Dynamic Equilibrium Economies: A Framework for Comparing Models and Data | 1998-11-10 | Paper |
| Fractional integration and interval prediction | 1997-02-27 | Paper |
| Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures | 1996-03-11 | Paper |
| Empirical modeling of exchange rate dynamics | 1993-06-05 | Paper |
| The solution of dynamic linear rational expectations models | 1989-01-01 | Paper |
| State space modeling of time series: A review essay | 1989-01-01 | Paper |
