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Presentations

DateVenueLocations
May 13, 2016 1986 GARCH paper celebration Toulouse 
April 30, 2016 Ademu: Macroeconomic and Financial.... Prague 
December 3, 2015 7th French Econometric Conference Orleans, France 
October 29, 2015 Erasmus School of Economics Rotterdam 
October 28, 2015 Econometrics and Statistics seminar Tilburg University 
October 13, 2015 2nd International Workshop in Financial Econometrics Salvador, Brazil 
October 8, 2015 Pontifical Catholic University Rio de Janeiro 
October 5, 2015 Bank of Italy Rome, Italy 
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News and Recent Publications

TitleWhere
Exponential GARCH Modeling with Realized Measures of Volatility Journal of Business & Economic Statistics. Vol. 34, pp. 269-287 (2016) 
The World's Most Influential Scientific Minds: 2015 Thomson Reuters 2015 Highly Cited Researchers 
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics Econometrica. Vol. 83, pp. 2485-2505 (2015) 
A Martingale Decomposition of Discrete Markov Chains Economics Letters. Vol. 133, pp. 14-18 (2015) 
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. Forthcoming in “The fascination of Probability, Statistics and Their Applications: In honour of Ole E. Barndorff-Nielsen on his 80th birthday". Springer (2015). 
Discussion of “Comparing Predictive Accuracy, Twenty Years Later ”by Francis X. Diebold Journal of Business & Economic Statistics Vol. 33 pp. 17-­‐21 (2015) 
Richard Stone Prize in Applied Econometrics Journal of Applied Econometrics 
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