Fundraising September 15, 2024 – October 1, 2024 About fundraising
2

Score-driven copula models for portfolios of two risky assets

Year:
2018
Language:
english
File:
PDF, 4.08 MB
english, 2018
3

Score-driven dynamic patent count panel data models

Year:
2016
Language:
english
File:
PDF, 393 KB
english, 2016
4

Forecasting Hedge Funds Volatility: A Markov Regime-Switching Approach

Year:
2011
Language:
english
File:
PDF, 384 KB
english, 2011
5

Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar

Year:
2018
Language:
english
File:
PDF, 992 KB
english, 2018
7

Structural breaks in public finances in Central and Eastern European countries

Year:
2013
Language:
english
File:
PDF, 634 KB
english, 2013
9

Reconsidering Funds of Hedge Funds || Forecasting Funds of Hedge Funds Performance

Year:
2013
Language:
english
File:
PDF, 2.28 MB
english, 2013
10

Forecasting hedge fund volatility: a Markov regime-switching approach

Year:
2013
Language:
english
File:
PDF, 486 KB
english, 2013
11

Renewable energy innovations in Europe: a dynamic panel data approach

Year:
2012
Language:
english
File:
PDF, 368 KB
english, 2012
12

Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)?

Year:
2015
Language:
english
File:
PDF, 164 KB
english, 2015
13

QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500

Year:
2016
Language:
english
File:
PDF, 1.20 MB
english, 2016
16

Model stability and forecast performance of Beta- t -EGARCH

Year:
2016
Language:
english
File:
PDF, 1.50 MB
english, 2016
18

Event-study analysis by using dynamic conditional score models

Year:
2017
Language:
english
File:
PDF, 1.09 MB
english, 2017
19

Markov regime-switching Beta- t -EGARCH

Year:
2017
Language:
english
File:
PDF, 1.54 MB
english, 2017