Browse by Institution

A

Aue, Alexander and Horvath, Lajos and Pellatt, Daniel (2015): Functional generalized autoregressive conditional heteroskedasticity.

B

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

Brown, Molly and Antle, John and Backlund, Peter and Carr, Edward and Easterling, Bill and Walsh, Margaret and Ammann, Caspar and Attavanich, Witsanu and Barrett, Chris and Bellemare, Marc and Dancheck, Violet and Funk, Chris and Grace, Kathryn and Ingram, John and Jiang, Hui and Maletta, Hector and Mata, Tawny and Murray, Anthony and Ngugi, Moffatt and Ojima, Dennis and O’Neill, Brian and Tebaldi, Claudia (2015): Climate Change, Global Food Security and the U.S. Food System. Published in: (December 2015)

E

Elveren, Adem Yavuz and Özgür, Gökçer (2018): The Effect of Military Expenditures on the Profit Rates in Turkey.

F

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2014): Variance targeting estimation of multivariate GARCH models.