海量图书期刊资源,随时随地畅享阅读乐趣
A Vector Heterogeneous Autoregressive Index Model for Realized Volatility MeasuresCubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain · SSRN Electronic Journal · 2016
A vector heterogeneous autoregressive index model for realized volatility measuresCubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain · International Journal of Forecasting · 2017
A general to specific approach for constructing composite business cycle indicatorsCubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain · Economic Modelling · 2013
Representation, estimation and forecasting of the multivariate index-augmented autoregressive modelCubadda, Gianluca; Guardabascio, Barbara · International Journal of Forecasting · 2019