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Agnelli, Lorenzo
Allen, Myles
Alvaredo, Facundo
Anderson, Lewis
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Aron, Janine
Astudillo Estévez, Pablo
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del Rio-Chanona, R. Maria
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Feng, Siyu
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Jee, Su Jung
Jiao, Xiyu
Kasy, Maximilian
Kaszowska-Mojsa, Jagoda
Kemp, Jordan
Kleinnijenhuis, Alissa
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Lu, Yangsiyu
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Palomino, Juan C.
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Teytelboym, Alex
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Trinh, Nhat An
Van Kerm, Philippe
Vié, Aymeric
Vines, David
Wagenvoort, Benjamin
Way, Rupert
Weidinger, Mathias
Weisstanner, David
Wetzer, Thom
Wiersema, Garbrand
Winkler, Julian
Yang, Jangho
Youngman, Tom
Yu, Yan
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2 results: page 1 of 1
Mar 2023
Journal
Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process
in
Journal of Financial Econometrics
Jian Chen , Michael P. Clements , Andrew Urquhart
Nov 2022
Journal
Forecasting GDP growth rates in the United States and Brazil using Google Trends
in
International Journal of Forecasting
Evripidis Bantis , Michael P. Clements , Andrew Urquhart