Q6552985
From MaRDI portal
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
This page was built for person:
