Article
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Frontmatter
Published/Copyright:
February 29, 2024
Published Online: 2024-02-29
©2024 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Research Articles
- Bayesian VARs and prior calibration in times of COVID-19
- On testing for bubbles during hyperinflations
- Estimating uncertainty spillover effects across euro area using a regime dependent VAR model
- Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility
- High dimensional threshold model with a time-varying threshold based on Fourier approximation
- Volatility and dependence in cryptocurrency and financial markets: a copula approach
Articles in the same Issue
- Frontmatter
- Research Articles
- Bayesian VARs and prior calibration in times of COVID-19
- On testing for bubbles during hyperinflations
- Estimating uncertainty spillover effects across euro area using a regime dependent VAR model
- Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility
- High dimensional threshold model with a time-varying threshold based on Fourier approximation
- Volatility and dependence in cryptocurrency and financial markets: a copula approach