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 |
|---|---|---|
| Core inflation rate for China and the ASEAN-10 countries: smoothed signal for score-driven local level plus scale models Studies in Nonlinear Dynamics and Econometrics | 2025-08-26 | Paper |
| Volatility forecasting using quasi-score-driven models with an application to the coronavirus pandemic period Studies in Nonlinear Dynamics and Econometrics | 2025-02-21 | Paper |
| Signal smoothing for score-driven models: a linear approach Communications in Statistics. Simulation and Computation | 2024-06-11 | Paper |
| Anticipating extreme losses using score-driven shape filters Studies in Nonlinear Dynamics & Econometrics | 2024-06-11 | Paper |
| Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets Studies in Nonlinear Dynamics & Econometrics | 2024-06-11 | Paper |
Research outcomes over time
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