Publication date: Available online 16 July 2023
Source: Econometrics and Statistics
Author(s): Mario Forni, Luca Gambetti, Luca Sala
Robust empirical risk minimization via Newton’s method
Publication date: Available online 20 July 2023
Source: Econometrics and Statistics
Author(s): Eirini Ioannou, Muni Sreenivas Pydi, Po-Ling Loh
Estimation of Extreme Risk Measures for Stochastic Volatility Models with Long Memory and Heavy Tails
Publication date: Available online 22 July 2023
Source: Econometrics and Statistics
Author(s): Clémonell Bilayi-Biakana, Gail Ivanoff, Rafał Kulik
A computationally efficient mixture innovation model for time-varying parameter regressions
Publication date: Available online 12 August 2023
Source: Econometrics and Statistics
Author(s): Zhongfang He
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Publication date: Available online 21 August 2023
Source: Econometrics and Statistics
Author(s): Emanuel Sommer, Karoline Bax, Claudia Czado
Editorial Board
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s):
Networks in risk spillovers: A multivariate GARCH perspective
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon
Bayesian estimation of realized GARCH-type models with application to financial tail risk management
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Cathy W.S. Chen, Toshiaki Watanabe, Edward M.H. Lin
Bayesian Analysis of ARCH-M model with a dynamic latent variable
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Zefang Song, Xinyuan Song, Yuan Li
Factor-augmented Bayesian treatment effects models for panel outcomes
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Helga Wagner, Sylvia Frühwirth-Schnatter, Liana Jacobi