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Estimation of multivariate models for time series of possibly different lengths. (2006). Patton, Andrew.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:21:y:2006:i:2:p:147-173.

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  67. Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo.
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  69. Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F.
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  70. About Kendalls regression. (2018). Fermanian, Jean-David ; Derumigny, Alexis.
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  72. About tests of the “simplifying” assumption for conditional copulas. (2017). Jean-David, Fermanian ; Alexis, Derumigny.
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  73. Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay.
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  74. Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach. (2017). Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiaojing.
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  75. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung.
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  76. Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay.
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  77. Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush.
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  78. Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÜSS, ; Aepli, Matthias D.
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  79. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Sun, Tao ; MacMinn, Richard D ; Chen, Hua ; Morales, Marco.
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  80. Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han.
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  81. Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests. (2016). Koliai, Lyes .
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  82. Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz .
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  83. The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach. (2016). Jin, Xiaoye.
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  84. Reducible diffusions with time-varying transformations with application to short-term interest rates. (2016). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
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  85. Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo.
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  86. Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. (2016). Catania, Leopoldo ; Bernardi, Mauro.
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  88. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef.
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  90. Dynamic optimization of an investment portfolio on European stock markets using pair copulas. (2015). Atskanov, Isuf .
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  91. Testing dependence between GDP and tourisms growth rates. (2015). Pérez-Rodríguez, Jorge ; Santana-Gallego, Maria ; Ledesma-Rodriguez, Francisco ; Perez-Rodriguez, Jorge V.
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  108. Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates. (2014). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
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  110. Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach. (2014). Wang, Gang-Jin ; Chen, Shou ; Han, Feng ; Zhang, Peng ; Xie, Chi.
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  40. The Bootstrap of the Mean for Dependent Heterogeneous Arrays. (2001). Goncalves, Silvia.
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  42. CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2000). Manganelli, Simone ; Engle, Robert.
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  43. CAViaR: Conditional Value at Risk by Quantile Regression. (1999). Manganelli, Simone ; Engle, Robert.
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  44. CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert.
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  45. Uniform laws of large numbers and stochastic Lipschitz-continuity. (1998). de jong, Robert ; deJong, Robert M..
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  46. Pitfalls in tests for changes in correlations. (1997). Loretan, Mico ; BOYER, BRIAN H. ; Gibson, Michael S..
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  47. A strong law of large numbers for triangular mixingale arrays. (1996). de jong, Robert ; deJong, Robert M..
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  48. Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays. (1994). Hansen, Bruce.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:295.

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  49. Stima delle equazioni simultanee non-lineari: una rassegna. (1992). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:24123.

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  50. Tests of Specification for Parametric and Semiparametric Models. (1991). Whang, Yoon-Jae ; Andrews, Donald.
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