The following pages link to Jozef Barunik (Q322674):
Displayed 14 items.
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- (Q1042380) (redirect page) (← links)
- Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment (Q1673332) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034) (← links)
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601) (← links)
- Quantile coherency: A general measure for dependence between cyclical economic variables (Q5084334) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Persistence in financial connectedness and systemic risk (Q6128931) (← links)
- Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables (Q6266712) (← links)