On asymptotic theory for multivariate GARCH models von Hafner, Christian M., Preminger, Arie

Volltext

Theory and inference for a Markov switching GARCH model von Bauwens, Luc, Preminger, Arie, Rombouts, Jeroen V. K.

Volltext

ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL von Hafner, Christian M., Preminger, Arie

Volltext

Estimation Under Mode Effects and Proxy Surveys, Accounting for Non-ignorable Nonresponse von Pfeffermann, Danny, Preminger, Arie

Volltext

Mean Square Error Estimation of Small Area Predictors by Use of Parametric and Nonparametric Bootstrap von Pfeffermann, Danny, Glickman, Hagit, Preminger, Arie

Volltext

Least-squares estimation of GARCH(1,1) models with heavy-tailed errors von Preminger, Arie, Storti, Giuseppe

Volltext

Forecasting exchange rates: A robust regression approach von Preminger, Arie, Franck, Raphael

Volltext

On Asymptotic Theory for ARCH (∞) Models von Hafner, Christian M., Preminger, Arie

Volltext

An ARCH model without intercept von Hafner, Christian M., Preminger, Arie

Volltext

A note on the Tobit model in the presence of a duration variable von Hafner, Christian M., Preminger, Arie

Volltext

The effect of additive outliers on a fractional unit root test von Hafner, Christian M., Preminger, Arie

Volltext

Deciding between GARCH and stochastic volatility via strong decision rules von Hafner, Christian M., Preminger, Arie

Volltext

A model selection method for S-estimation von Preminger, Arie, Sakata, Shinichi

Volltext

Theory and inference for a Markov switching GARCH model: Markov switching GARCH von Bauwens, Luc, Preminger, Arie, Rombouts, Jeroen V. K.

Volltext

Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models von Preminger, Arie, Wettstein, David

Volltext

ECF estimation of Markov models where the transition density is unknown von Jiang, George J., Knight, John L.

Volltext

The extended switching regression model: allowing for multiple latent state variables von Preminger, Arie, Ben-zion, Uri, Wettstein, David

Volltext

Extended switching regression models with time-varying probabilities for combining forecasts von Preminger, Arie, Ben-Zion, Uri, Wettstein, David

Volltext

Forecasting financial markets von Preminger, Arie, Ben-Zion, Uri, Wettstein, David, Hwang, Soosung, Valls Pereira, Pedro L, Borovkova, Svetlana, Cassola, Nuno, Morana, Claudio, Swinkels, Laurens, Sluis, Pieter J. Van Der, Cotter, John, D'Ecclesia, Rita L, Costantini, Mauro, Tompkins, Robert G, Veiga, Álvaro, Souza, Leonardo R

Volltext