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Publications

21 résultats

CS

Exchange rates and commodity prices: measuring causality at multiple horizons

Jean-Marie Dufour, John W. Galbraith et Hui Jun Zhang

Risques financiers
CS
CS

Analyzing Economic Effects of Extreme Events using Debit and Payments System Data

John W. Galbraith et Greg Tkacz

Sciences des données
CS

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

John W. Galbraith et Victoria Zinde-Walsh

CS

A test of singularity for distribution functions

John W. Galbraith et Victoria Zinde-Walsh

CS

Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles

John W. Galbraith et Douglas James Hodgson

Simulation
CS

Calibration and Resolution Diagnostics for Bank of England Density Forecasts

John W. Galbraith et Simon van Norden

CS
CS
CS

Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution

John W. Galbraith et Dongming Zhu

Risques financiers
CS

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics

John W. Galbraith et Dongming Zhu

Économétrie
CS

The Calibration of Probabilistic Economic Forecasts

John W. Galbraith et Simon van Norden

RP

Indicators of wireline/wireless competition in the market for telecommunication services

Krzysztof Dzieciolowski et John W. Galbraith

Concurrence
CS

Circuit Breakers and the Tail Index of Equity Returns

John W. Galbraith et Serguei Zernov

CS

Information Content of Volatility Forecasts at Medium-term Horizons

John W. Galbraith et Turgut Kisinbay

CS

Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

John W. Galbraith, Serguei Zernov et Victoria Zinde-Walsh

CS

Forecasting Some Low-Predictability Time Series Using Diffusion Indices

Marc Brisson, Bryan Campbell et John W. Galbraith

CS

Autoregression-Based Estimators for ARFIMA Models

John W. Galbraith et Victoria Zinde-Walsh

CS

Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations

John W. Galbraith et Victoria Zinde-Walsh

RP

Les modèles de prévisions économiques

John W. Galbraith et René Garcia

CS

Bottin CIRANO

1 résultat

Événements

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