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Is There An Optimal Forecast Combination?

Cheng Hsiao Journal of Econometrics 2016-02-21
A Markov Chain Model for Contagion

Angelos Dassios Risks 2016-02-21
A Principal Component Approach to Measuring Investor Sentiment in China

Haiqiang Chen Quantitative Finance 2016-02-21
Challenges for Panel Financial Analysis

Cheng Hsiao Econometrics of Risk 2016-02-21
Estimating the Conditional Single-Index Error Distribution with A Partial Linear Mean Regression

Jun Zhang Test 2016-02-21
A New Hyperbolic GARCH Model

Muyi Li Journal of Econometrics 2016-02-21
Smooth Tests of Copula Specifications

Juan Lin Journal of Business & Economic Statistics 2016-02-21
Quantitative Easing and Volatility Spillovers across Countries and Asset Classes

Zihui Yang Management Science 2016-02-21
Estimation and Inference for Varying-Coefficient Models with Nonstationary Regressors Using Penalized Splines

Haiqiang Chen Econometric Theory 2016-02-21
How Local Financial Market Conditions, Interest Rates, and Productivity Relate to Decisions to Export

Dingming Liu Annals of Economics and Finance

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