Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory [0.03%]
David Karemera; Benjamin J. C. Kim
David Karemera; Benjamin J. C. Kim
Gebhard Kirchgässner; Ulrich K. Müller
Gebhard Kirchgässner; Ulrich K. Müller
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence [0.03%]
Trino-Manuel Ñíguez; Antonio Rubia
Trino-Manuel Ñíguez; Antonio Rubia
Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves [0.03%]
Arnulfo Rodriguez; Pedro N. Rodriguez
Arnulfo Rodriguez; Pedro N. Rodriguez
Bill Russell; Anindya Banerjee
Bill Russell; Anindya Banerjee
C. Bruneau; O. De Bandt; A. Flageollet; E. Michaux
C. Bruneau; O. De Bandt; A. Flageollet; E. Michaux
Minxian Yang; Ronald Bewley
Minxian Yang; Ronald Bewley
Yan Wang; Yudong Yao
Yan Wang; Yudong Yao
Francesco Audrino; Giovanni Barone-Adesi
Francesco Audrino; Giovanni Barone-Adesi
Yong Bao; Tae-Hwy Lee; Burak Saltoğlu
Yong Bao; Tae-Hwy Lee; Burak Saltoğlu