| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
11 |
1 |
2 |
7 |
41 |
| A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
87 |
0 |
0 |
5 |
260 |
| A Combinatorial Approach to Piecewise Linear Time Series Analysis |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
716 |
| A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais |
0 |
1 |
1 |
34 |
0 |
3 |
8 |
56 |
| A Flexible Coefficient Smooth Transition Time Series Model |
0 |
0 |
0 |
226 |
2 |
7 |
17 |
1,497 |
| A Note on Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
22 |
1 |
2 |
9 |
73 |
| A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries |
0 |
0 |
1 |
268 |
0 |
4 |
12 |
628 |
| ARCO: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
0 |
2 |
17 |
4 |
10 |
49 |
99 |
| Adaptative LASSO estimation for ARDL models with GARCH innovations |
0 |
3 |
4 |
53 |
0 |
5 |
10 |
77 |
| Arco: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
2 |
6 |
69 |
2 |
12 |
45 |
102 |
| Are There Multiple Regimes in Financial Volatility? |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
212 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks |
0 |
0 |
0 |
160 |
1 |
2 |
9 |
453 |
| Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
1 |
1 |
6 |
134 |
| Asymmetry and Leverage in Realized Volatility |
0 |
0 |
0 |
39 |
0 |
3 |
5 |
102 |
| Asymmetry and Leverage in Realized Volatility |
0 |
0 |
0 |
16 |
2 |
4 |
5 |
76 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
25 |
2 |
5 |
13 |
92 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
77 |
0 |
3 |
13 |
121 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
28 |
0 |
2 |
8 |
125 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
1 |
20 |
1 |
3 |
13 |
120 |
| Asymmetry and leverage in realized volatility |
0 |
0 |
1 |
71 |
3 |
4 |
8 |
112 |
| Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
1 |
1 |
77 |
0 |
2 |
3 |
117 |
| Bagging Constrained Equity Premium Predictors |
0 |
2 |
5 |
42 |
0 |
6 |
10 |
73 |
| Building Neural Network Models for Time Series: A Statistical Approach |
0 |
0 |
0 |
1,097 |
2 |
3 |
9 |
2,603 |
| Building neural network models for time series: A statistical approach |
0 |
0 |
1 |
2,761 |
0 |
2 |
12 |
6,813 |
| Currency Risk in Brazil under Two Different Exchange Rate Regimes |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,131 |
| Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
29 |
| Diagnostic Checking in a Flexible Nonlinear Time Series Model |
0 |
0 |
0 |
77 |
1 |
2 |
5 |
831 |
| ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS |
0 |
0 |
1 |
48 |
0 |
3 |
7 |
163 |
| Economic gains of realized volatility in the Brazilian stock market |
0 |
0 |
1 |
53 |
0 |
2 |
11 |
37 |
| Estimating High-Dimensional Time Series Models |
0 |
1 |
4 |
149 |
0 |
4 |
32 |
326 |
| Estimating High-Dimensional Time Series Models |
0 |
0 |
3 |
39 |
2 |
3 |
18 |
103 |
| Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
0 |
24 |
3 |
3 |
5 |
68 |
| Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
0 |
14 |
1 |
3 |
6 |
73 |
| Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
1 |
3 |
55 |
1 |
2 |
10 |
78 |
| Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
0 |
1 |
38 |
1 |
1 |
3 |
41 |
| Evaluating the performance of GARCH models using White´s Reality Check |
0 |
0 |
0 |
313 |
1 |
4 |
5 |
867 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
1 |
18 |
0 |
2 |
6 |
70 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
86 |
0 |
3 |
7 |
148 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
44 |
0 |
3 |
7 |
119 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
1 |
72 |
0 |
3 |
14 |
156 |
| Forecasting Realized Volatility with Linear and Nonlinear Univariate Models |
0 |
0 |
0 |
80 |
1 |
2 |
3 |
122 |
| Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
0 |
2 |
197 |
1 |
3 |
8 |
477 |
| Formação de preços de commodities: padrões de vinculação dos preços internos ao externos |
0 |
0 |
1 |
146 |
0 |
1 |
3 |
768 |
| Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
89 |
3 |
3 |
5 |
93 |
| Let´s do it again: bagging equity premium predictors |
0 |
0 |
1 |
9 |
1 |
3 |
8 |
38 |
| Linear Programming-Based Estimators in Simple Linear Regression |
0 |
0 |
0 |
54 |
2 |
3 |
5 |
262 |
| Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination |
0 |
0 |
3 |
759 |
2 |
2 |
13 |
1,447 |
| Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
0 |
240 |
1 |
1 |
13 |
1,469 |
| Linearity Testing Against a Fuzzy Rule-based Model |
0 |
0 |
1 |
17 |
1 |
4 |
6 |
69 |
| Local-global neural networks: a new approach for nonlinear time series modelling |
0 |
0 |
0 |
185 |
2 |
3 |
5 |
485 |
| Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging |
1 |
1 |
1 |
99 |
2 |
2 |
6 |
247 |
| Modeling and forecasting the volatility of Brazilian asset returns |
0 |
0 |
1 |
79 |
0 |
0 |
7 |
250 |
| Modeling and predicting the CBOE market volatility index |
0 |
0 |
2 |
542 |
2 |
4 |
27 |
1,540 |
| Modeling and predicting the CBOE market volatility index |
0 |
2 |
3 |
80 |
6 |
20 |
51 |
174 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
64 |
1 |
2 |
5 |
144 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
67 |
0 |
2 |
8 |
121 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
63 |
0 |
1 |
6 |
124 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
52 |
1 |
3 |
10 |
115 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
23 |
3 |
4 |
9 |
135 |
| Modelling and forecasting short-term electricity load: a two step methodology |
0 |
0 |
0 |
297 |
0 |
0 |
2 |
679 |
| Modelling exchange rates: smooth transitions, neural networks, and linear models |
0 |
0 |
0 |
450 |
1 |
2 |
2 |
1,031 |
| Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model |
0 |
0 |
0 |
303 |
0 |
0 |
3 |
623 |
| Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables |
0 |
0 |
0 |
78 |
1 |
3 |
6 |
204 |
| Moment-based estimation of smooth transition regression models with endogenous variables |
0 |
0 |
2 |
71 |
1 |
3 |
9 |
245 |
| Moment-bases estimation of smooth transition regression models with endogenous variables |
0 |
0 |
0 |
64 |
0 |
2 |
6 |
180 |
| Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function |
1 |
1 |
1 |
436 |
2 |
2 |
7 |
1,776 |
| Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
33 |
0 |
3 |
13 |
110 |
| Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
1 |
3 |
82 |
1 |
3 |
6 |
95 |
| O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio |
0 |
0 |
4 |
30 |
2 |
4 |
11 |
60 |
| Price Discovery in Brazilian FX Markets |
1 |
3 |
10 |
43 |
1 |
7 |
25 |
120 |
| Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
25 |
| Realized volatility: a review |
1 |
3 |
4 |
850 |
4 |
8 |
15 |
1,720 |
| Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process |
0 |
0 |
1 |
80 |
0 |
0 |
4 |
258 |
| Statistical methods for modelling neural networks |
0 |
0 |
1 |
849 |
0 |
3 |
9 |
2,199 |
| Structure and Asymptotic theory for Nonlinear Models with GARCH Errors |
0 |
0 |
0 |
37 |
1 |
5 |
7 |
68 |
| The impact of macroeconomic announcements in the Brazilian futures markets |
0 |
1 |
3 |
38 |
1 |
2 |
8 |
65 |
| The perils of Counterfactual Analysis with Integrated Processes |
0 |
0 |
1 |
34 |
6 |
7 |
12 |
39 |
| The perils of counterfactual analysis with integrated processes |
0 |
0 |
0 |
84 |
1 |
1 |
11 |
27 |
| Three-structured smooth transition regression models based on CART algorithm |
0 |
0 |
0 |
303 |
0 |
1 |
7 |
1,059 |
| What are the effects of forecasting linear time series with neural networks |
0 |
1 |
2 |
188 |
0 |
1 |
5 |
491 |
| l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations |
0 |
0 |
2 |
59 |
3 |
4 |
12 |
122 |
| Total Working Papers |
4 |
24 |
89 |
13,596 |
89 |
252 |
803 |
38,218 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
| A Note on Nonlinear Cointegration, Misspecification, and Bimodality |
0 |
0 |
0 |
6 |
0 |
1 |
6 |
36 |
| A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries |
0 |
0 |
2 |
82 |
2 |
6 |
27 |
299 |
| A neural network demand system with heteroskedastic errors |
0 |
0 |
0 |
51 |
2 |
5 |
9 |
183 |
| Adaptive LASSO estimation for ARDL models with GARCH innovations |
0 |
2 |
3 |
6 |
1 |
6 |
18 |
29 |
| An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals |
0 |
0 |
1 |
49 |
1 |
3 |
9 |
262 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks |
0 |
0 |
0 |
24 |
1 |
2 |
7 |
120 |
| Asymmetry and Long Memory in Volatility Modeling |
0 |
0 |
0 |
24 |
0 |
1 |
8 |
91 |
| Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
0 |
3 |
20 |
2 |
2 |
8 |
56 |
| Building neural network models for time series: a statistical approach |
0 |
0 |
1 |
520 |
0 |
0 |
6 |
1,126 |
| Diagnostic Checking in a Flexible Nonlinear Time Series Model |
0 |
0 |
0 |
77 |
1 |
1 |
6 |
316 |
| Economic gains of realized volatility in the Brazilian stock market |
0 |
0 |
0 |
4 |
0 |
0 |
6 |
25 |
| Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check |
0 |
0 |
1 |
1 |
2 |
3 |
6 |
14 |
| FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
72 |
| Forecasting Brazilian Inflation with High-Dimensional Models |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
19 |
| Forecasting macroeconomic variables in data-rich environments |
1 |
1 |
5 |
27 |
1 |
3 |
12 |
85 |
| Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors? |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
6 |
| Instrument selection for estimation of a forward-looking Phillips Curve |
0 |
0 |
1 |
13 |
0 |
2 |
8 |
43 |
| Inflation Dynamics in Brazil: The Case of a Small Open Economy |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
14 |
| Is the convergence of the manufacturing sector unconditional? |
0 |
0 |
2 |
5 |
0 |
1 |
4 |
47 |
| Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
3 |
286 |
2 |
3 |
17 |
594 |
| Linear programming-based estimators in simple linear regression |
0 |
0 |
0 |
23 |
1 |
2 |
6 |
132 |
| Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
89 |
| MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
139 |
| Model Selection and Shrinkage: An Overview |
0 |
0 |
0 |
17 |
0 |
2 |
6 |
44 |
| Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice |
0 |
0 |
1 |
7 |
0 |
1 |
8 |
23 |
| Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
| Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data |
0 |
0 |
0 |
80 |
1 |
1 |
2 |
219 |
| Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
70 |
| Modeling and predicting the CBOE market volatility index |
0 |
0 |
3 |
41 |
5 |
6 |
15 |
137 |
| Modelling and forecasting noisy realized volatility |
0 |
0 |
0 |
33 |
3 |
5 |
8 |
152 |
| Moment-based estimation of smooth transition regression models with endogenous variables |
0 |
0 |
2 |
35 |
1 |
3 |
8 |
118 |
| Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Nonlinear Error Correction Models With an Application to Commodity Prices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
0 |
1 |
3 |
1 |
2 |
4 |
12 |
| Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios |
0 |
2 |
10 |
21 |
0 |
3 |
16 |
49 |
| Price Discovery in Brazilian FX Markets |
0 |
1 |
2 |
7 |
0 |
1 |
9 |
27 |
| Real-time inflation forecasting with high-dimensional models: The case of Brazil |
5 |
9 |
25 |
40 |
8 |
21 |
55 |
108 |
| Realized Volatility: A Review |
3 |
3 |
12 |
254 |
8 |
14 |
44 |
645 |
| Reply |
0 |
0 |
1 |
24 |
1 |
1 |
5 |
75 |
| Structure and asymptotic theory for nonlinear models with GARCH erros |
0 |
0 |
0 |
8 |
0 |
3 |
5 |
49 |
| The Benefits of Bagging for Forecast Models of Realized Volatility |
1 |
1 |
3 |
39 |
1 |
2 |
6 |
131 |
| The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets |
0 |
0 |
2 |
5 |
1 |
2 |
7 |
29 |
| The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing |
0 |
1 |
6 |
177 |
0 |
2 |
10 |
451 |
| Tree-structured smooth transition regression models |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
70 |
| Unobserved Heterogeneity in Regression Models: A Semiparametric Approach Based on Nonlinear Sieves |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
12 |
| ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors |
0 |
0 |
2 |
23 |
3 |
4 |
12 |
100 |
| Total Journal Articles |
10 |
20 |
93 |
2,148 |
54 |
127 |
416 |
6,360 |
LogEc is hosted by the
Örebro University School of Business.