| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests |
0 |
0 |
2 |
4 |
1 |
2 |
6 |
64 |
| Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests |
0 |
0 |
2 |
258 |
1 |
2 |
9 |
602 |
| Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
| Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
| Currency Crises Early Warning Systems: Why They Should Be Dynamic |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
35 |
| Currency Crises Early Warning Systems: why they should be Dynamic |
0 |
1 |
3 |
33 |
0 |
1 |
4 |
94 |
| Currency crises early warning systems: why they should be dynamic |
0 |
0 |
2 |
323 |
0 |
1 |
6 |
712 |
| Do High-frequency-based Measures Improve Conditional Covariance Forecasts? |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
48 |
| Do High-frequency-based Measures Improve Conditional Covariance Forecasts? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| How Should Parameter Estimation Be Tailored to the Objective? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
| How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
66 |
| How to evaluate an Early Warning System ? |
0 |
0 |
0 |
429 |
0 |
0 |
4 |
777 |
| How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods |
0 |
0 |
1 |
182 |
0 |
0 |
3 |
384 |
| Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems |
0 |
0 |
1 |
46 |
0 |
1 |
4 |
112 |
| Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects |
0 |
1 |
4 |
65 |
1 |
5 |
33 |
163 |
| Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds |
1 |
1 |
3 |
130 |
3 |
6 |
13 |
250 |
| Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds |
0 |
0 |
2 |
37 |
1 |
1 |
10 |
106 |
| Modelling Financial Crises Mutation |
0 |
0 |
0 |
11 |
1 |
2 |
2 |
68 |
| Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
0 |
0 |
3 |
398 |
1 |
2 |
9 |
799 |
| Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
| Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
130 |
| Testing Interval Forecasts: A New GMM-based Test |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
40 |
| Testing Interval Forecasts: a GMM-Based Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
| Testing for Extreme Volatility Transmission with Realized Volatility Measures |
0 |
0 |
2 |
155 |
0 |
1 |
4 |
239 |
| Testing for Granger Non-causality in Heterogeneous Panels |
0 |
0 |
0 |
0 |
1 |
3 |
19 |
222 |
| Testing for Granger Non-causality in Heterogeneous Panels |
2 |
5 |
17 |
1,683 |
7 |
16 |
53 |
4,093 |
| Testing interval forecasts: a GMM-based approach |
1 |
1 |
4 |
219 |
1 |
1 |
42 |
513 |
| Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
79 |
| Total Working Papers |
4 |
9 |
47 |
4,033 |
19 |
48 |
238 |
9,722 |
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