Munich Personal RePEc Archive

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Number of items: 6.

28 September 2010

Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models.

22 November 2010

Tsyplakov, Alexander (2010): The links between inflation and inflation uncertainty at the longer horizon.

30 May 2011

Tsyplakov, Alexander (2011): Evaluating density forecasts: a comment.

18 March 2013

Tsyplakov, Alexander (2013): Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments.

2 April 2014

Tsyplakov, Alexander (2014): Theoretical guidelines for a partially informed forecast examiner.

10 July 2015

Tsyplakov, Alexander (2015): Quasifiltering for time-series modeling.

This list was generated on Mon Aug 26 05:56:53 2019 CEST.
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