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Jump to: 2022 | 2021 | 2019 | 2018 | 2016 | 2015 | 2014
Number of items: 10.

2022

Duan, Fang, Manner, Hans and Wied, Dominik (2022). Model and Moment Selection in Factor Copula Models. J. Financ. Econom., 20 (1). S. 45 - 76. OXFORD: OXFORD UNIV PRESS. ISSN 1479-8417

2021

Manner, Hans, Stark, Florian and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). A monitoring procedure for detecting structural breaks in factor copula models. Stud. Nonlinear Dyn. Econom., 25 (4). S. 171 - 193. BERLIN: WALTER DE GRUYTER GMBH. ISSN 1558-3708

2019

Manner, Hans, Stark, Florian and Wied, Dominik (2019). Testing for structural breaks in factor copula models. J. Econom., 208 (2). S. 324 - 346. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

2018

Bekierman, Jeremias and Manner, Hans (2018). Forecasting realized variance measures using time-varying coefficient models. Int. J. Forecast., 34 (2). S. 276 - 288. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1872-8200

Hafner, Christian M., Manner, Hans and Simar, Leopold (2018). The wrong skewness problem in stochastic frontier models: A new approach. Econom. Rev., 37 (4). S. 380 - 401. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168

2016

Almeida, Carlos, Czado, Claudia ORCID: 0000-0002-6329-5438 and Manner, Hans (2016). Modeling high-dimensional time-varying dependence using dynamic D-vine models. Appl. Stoch. Models. Bus. Ind., 32 (5). S. 621 - 639. HOBOKEN: WILEY. ISSN 1526-4025

Manner, Hans (2016). Modeling and forecasting the outcomes of NBA basketball games. J. Quant. Anal. Sports, 12 (1). S. 31 - 42. BERLIN: WALTER DE GRUYTER GMBH. ISSN 1559-0410

Manner, Hans, Turk, Dennis and Eichler, Michael (2016). Modeling and forecasting multivariate electricity price spikes. Energy Econ., 60. S. 255 - 266. AMSTERDAM: ELSEVIER. ISSN 1873-6181

2015

Blatt, Dominik, Candelon, Bertrand and Manner, Hans (2015). Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. J. Bank Financ., 59. S. 1 - 14. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1872-6372

2014

Grothe, Oliver, Korniichuk, Volodymyr and Manner, Hans (2014). Modeling multivariate extreme events using self-exciting point processes. J. Econom., 182 (2). S. 269 - 290. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

This list was generated on Sun Nov 24 03:13:02 2024 CET.