econometrics

2017-09-11 Incorporating Implied volatility in Portfolio Risk Estimation
2015-04-02 Hawke’s Process in a Marketing Context
2014-12-20 Propensity score in observational studies
2014-09-07 A Simple Long Memory Model of Realized Volatility
2014-09-07 Choosing the Best Volatility Models
2014-09-07 Liquidity considerations in estimating implied volatility
2014-09-06 Efficient Estimation of Volatility using High Frequency Data
2014-09-05 Bootstrap method for robust inference
2014-09-05 Consistent High-Precision Volatility from High Frequency Data
2014-08-10 Why econometricians need to learn new tricks
2014-06-19 Spectral Analysis of Time Series Data : Summary
2014-05-05 Time Series Analysis by State Space Methods : Summary
2014-04-17 Dynamic Linear Models with R : Summary
2014-03-07 An Introduction to Modern Bayesian Econometrics : Review
2013-11-10 Analysis of Integrated and Cointegrated Time Series with R – Summary
2013-11-10 Applied Econometric Time Series – Summary