Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation |
0 |
1 |
4 |
82 |
0 |
2 |
7 |
165 |

Automated financial multi-path GETS modelling |
0 |
0 |
0 |
17 |
0 |
1 |
19 |
166 |

Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations |
0 |
0 |
0 |
42 |
0 |
1 |
8 |
174 |

EGARCH models with fat tails, skewness and leverage |
0 |
1 |
2 |
252 |
3 |
7 |
15 |
520 |

Econometric reduction theory and philosophy |
0 |
0 |
0 |
88 |
0 |
1 |
1 |
144 |

Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility |
0 |
0 |
0 |
44 |
0 |
2 |
4 |
55 |

Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility |
0 |
0 |
2 |
32 |
0 |
1 |
6 |
72 |

Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns |
0 |
0 |
1 |
82 |
0 |
1 |
9 |
150 |

Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
117 |

Exchange Rate Volatility and the Mixture of Distribution Hypothesis |
0 |
0 |
0 |
166 |
0 |
1 |
2 |
568 |

Exchange rate variability, market activity and heterogeneity |
0 |
0 |
0 |
42 |
0 |
2 |
3 |
151 |

Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
151 |

Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
28 |

Financial Density Selection |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
20 |

Forecast Evaluation of Explanatory Models of Financial Return Variability |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
207 |

General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation |
0 |
0 |
0 |
174 |
0 |
1 |
15 |
516 |

General to specific modelling of exchange rate volatility: a forecast evaluation |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
142 |

General to specific modelling of exchange rate volatility: a forecast evaluation |
0 |
0 |
0 |
149 |
0 |
1 |
10 |
505 |

General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets |
0 |
0 |
10 |
112 |
0 |
2 |
53 |
855 |

General-to-specific modelling of exchange rate volatility: a forecast evaluation |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
41 |

Hvor presise er prognosene i Nasjonalbudsjettet? |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
32 |

Identification of Volatility Proxies as Expectations of Squared Financial Return |
0 |
0 |
0 |
111 |
0 |
1 |
2 |
45 |

Models of Financial Return With Time-Varying Zero Probability |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
63 |

The First Stage in Hendry’s Reduction Theory Revisited |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
129 |

The Log-GARCH Model via ARMA Representations |
0 |
0 |
3 |
39 |
1 |
3 |
20 |
97 |

The first stage in Hendry’s reduction theory revisited |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
86 |

Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
64 |

User-Specified General-to-Specific and Indicator Saturation Methods |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
22 |

garchx: Flexible and Robust GARCH-X Modelling |
0 |
1 |
1 |
54 |
2 |
7 |
26 |
160 |

Total Working Papers |
0 |
3 |
25 |
1,712 |
8 |
50 |
226 |
5,445 |