| 31 |
|
Estimation and Inference of FAVAR Models
|
Bai, Jushan; Li, Kunpeng; Lu, Lina
|
American Statistical Association
|
2016
|
|
|
|
| 32 |
|
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
|
Fan, Jianqing; Imerman, Michael B.; Dai, Wei
|
American Statistical Association
|
2016
|
|
|
|
| 33 |
|
Modeling the Dependence of Conditional Correlations on Market Volatility
|
Bauwens, Luc; Otranto, Edoardo
|
American Statistical Association
|
2016
|
|
|
|
| 34 |
|
Measuring Social Tension from Income Class Segregation
|
Lee, Yoonseok; Shin, Donggyun
|
American Statistical Association
|
2016
|
|
|
|
| 35 |
|
Common Drifting Volatility in Large Bayesian VARs
|
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
|
American Statistical Association
|
2016
|
|
|
|
| 36 |
|
Special Issue on Big Data
|
Bai, Jushan; Fan, Jianqing; Tsay, Ruey
|
American Statistical Association
|
2016
|
|
|
|
| 37 |
|
On a Threshold Double Autoregressive Model
|
Li, Dong; Ling, Shiqing; Zhang, Rongmao
|
American Statistical Association
|
2016
|
|
|
|
| 38 |
|
Sample Selection and Treatment Effect Estimation of Lender of Last Resort Policies
|
Vossmeyer, Angela
|
American Statistical Association
|
2016
|
|
|
|
| 39 |
|
Exponential GARCH Modeling With Realized Measures of Volatility
|
Hansen, Peter Reinhard; Huang, Zhuo
|
American Statistical Association
|
2016
|
|
|
|
| 40 |
|
Unspanned Macroeconomic Factors in the Yield Curve
|
Coroneo, Laura; Giannone, Domenico; Modugno, Michele
|
American Statistical Association
|
2016
|
|
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|
