JOHN A. D. ASTON; SIEM JAN KOOPMAN
JOHN A. D. ASTON; SIEM JAN KOOPMAN
Long-memory dynamic Tobit models [0.03%]
A. E. Brockwell; N. H. Chan
A. E. Brockwell; N. H. Chan
Forecasting volatility [0.03%]
Nikolay Gospodinov; Athanasia Gavala; Deming Jiang
Nikolay Gospodinov; Athanasia Gavala; Deming Jiang
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
Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models [0.03%]
Anirvan Banerji; Pami Dua; Stephen M. Miller
Anirvan Banerji; Pami Dua; Stephen M. Miller
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
Richard D. F. Harris; Cherif Guermat
Richard D. F. Harris; Cherif Guermat
Bill Russell; Anindya Banerjee
Bill Russell; Anindya Banerjee