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2. WHAT IS THE CENTRAL BANK EFFECTIVELY TARGETING IN PRACTICE? SVENSSON’S CONCEPT OF INFLATION FORECAST TARGETING AND MEASURES OF INFLATION PROJECTIONS-THE EXPERIENCES OF SELECTED EUROPEAN COUNTRIES. (2016). Tura-Gawron, Karolina.
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3. CREDIBILITY OF CENTRAL BANKS INFLATION FORECASTS. (2016). Tura-Gawron, Karolina.
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4. Prediction of time series by statistical learning: general losses and fast rates. (2014). Wintenberger, Olivier ; Pierre, Alquier ; Olivier, Wintenberger ; Xiaoyin, Li.
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2. A comparison of Expected Shortfall estimation models. (2015). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio.
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3. A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. (2014). Floros, Christos ; Degiannakis, Stavros ; Dent, Pamela .
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4. Modeling CAC40 volatility using ultra-high frequency data. (2013). Floros, Christos ; Degiannakis, Stavros.
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5. Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation. (2012). Clements, Michael.
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6. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
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7. Constructing Optimal Density Forecasts from Point Forecast Combinations. (2012). Lima, Luiz ; Gaglianone, Wagner ; Luiz Renato Regis de Oliveira Lima, .
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8. Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models. (2012). Deschamps, Philippe.
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9. Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management. (2011). Borusyak, K..
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10. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Brendan P. M. McCabe, ; Ng, Jason .
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11. The Forecasting Performance of Seasonal and Nonlinear Models. (2011). HoudaBenHadjBoubaker, ; Houda Ben Hadj Boubaker, .
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12. Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Ravazzolo, Francesco ; Vahey, Shaun P.
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13. Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash. (2010). Pesaran, M.
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14. Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns. (2010). Tsiaras, Leonidas.
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15. Measuring output gap uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
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16. Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, .
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17. Multivariate regimeswitching GARCH with an application to international stock markets. (2008). Mittnik, Stefan ; Haas, Markus.
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19. Modeling International Financial Returns with a Multivariate Regime Switching Copula. (2008). Valdesogo Robles, Alfonso ; Heinen, Andréas ; Chollete, Loran .
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20. Modeling International Financial Returns with a Multivariate Regime Switching Copula. (2008). Valdesogo Robles, Alfonso ; Heinen, Andréas ; Chollete, Loran .
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21. Recovering Probabilistic Information From Options Prices and the Underlying. (2007). Mizrach, Bruce.
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22. Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution. (2007). Pesaran, M.
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23. The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
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24. A Component GARCH Model with Time Varying Weights. (2007). Storti, Giuseppe ; Bauwens, Luc ; G., STORTI, .
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25. Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution. (2007). Pesaran, M.
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26. Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution. (2007). Pesaran, M.
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27. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet.
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28. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
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29. A Mixture Multiplicative Error Model for Realized Volatility. (2006). Lanne, Markku.
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30. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet ; Gurkaynak, Refet. S., .
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31. The information content of the Bond-Equity Yield Ratio: better than a random walk?. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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32. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2006). Alonso, Francisco ; Blanco, Roberto ; Rubio, Gonzalo.
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33. Modeling and predicting market risk with Laplace-Gaussian mixture distributions. (2005). Mittnik, Stefan ; Haas, Markus ; Paolella, Marc S..
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34. Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts. (2005). Mittnik, Stefan ; Mizrach, Bruce ; Haas, Markus.
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35. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
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36. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki .
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37. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
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38. A review of backtesting and backtesting procedures. (2005). Campbell, Sean D..
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39. Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
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40. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio. (2005). PETITJEAN, Mikael ; Giot, Pierre.
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41. Testing the forecasting performace of IBEX 35 option implied risk neutral densities. (2005). Alonso, Francisco ; Blanco, Roberto ; Rubio, Gonzalo.
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42. Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts. (2004). Mittnik, Stefan ; Haas, Markus.
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43. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
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44. The informational content of over-the-counter currency options. (2004). Christoffersen, Peter ; Mazzotta, Stefano .
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45. The Informational Content of Over-the-Counter Currency Options. (2004). Mazzotta, Stefano ; Christoffersen, Peter.
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46. Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
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47. The information content of implied volatility indexes for forecasting volatility and market risk. (2003). Giot, Pierre.
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48. Testing Normality : A GMM Approach. (2002). Meddahi, Nour ; Bontemps, Christian.
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49. Testing Normality: A GMM Approach. (2002). Meddahi, Nour ; Bontemps, Christian.
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50. Recovering risk aversion from options. (2001). Panigirtzoglou, Nikolaos ; Bliss, Robert R..
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