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109 days ago - FRB Finance and Economics Discussion Series Working Papers
Andre Kurmann and Elmar Mertens. Beaudry and Portier (American Economoc Review, 2006) propose an identification scheme to study the effects of news shocks about future product...
110 days ago - ICBlog
In case you have missed it, a few months ago it was widely reported in the media that half a dozen Italian seismologists were convicted for manslaughter after being accused ...
113 days ago - MoneyScience Twitter Stream
moneyscience: @PortfolioProbe - The components garch model in the rugarch package http://t.co/xyxa5Dxy
113 days ago - National Bureau of Economic Research Working Papers
This paper analyzes the sovereign risk contagion using credit default swaps (CDS) and bond premiums for the major eurozone countries. By emphasizing several econometric approa...
114 days ago - Portfolio Probe
How to fit and use the components model. Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibl...