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Fusing Narrative Semantics for Financial Volatility Forecasting: Yaxuan Kong; Yoontae Hwang; Marcus Kaiser; Chris Vryonides; Roel Oomen; Stefan Zohren
03.11.2025 20:45 — 👍 0 🔁 0 💬 0 📌 0
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An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps: Keyuan Wu; Tenghan Zhong; Yuxuan Ouyang
03.11.2025 19:45 — 👍 0 🔁 0 💬 0 📌 0
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A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area: Diana Barro; Antonella Basso; Marco Corazza; Guglielmo Alessandro Visentin
03.11.2025 18:45 — 👍 0 🔁 0 💬 0 📌 0
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Bayesian Analysis of Business Cycles in Japan by Extending the Markov Switching Model
03.11.2025 17:45 — 👍 0 🔁 0 💬 0 📌 0
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Estimating the New Keynesian Phillips Curve (NKPC) with Fat-tailed Events: ., Kaustubh; Gopalakrishnan, Pawan Gopalakrishnan; Ranjan, Abhishek Ranjan
03.11.2025 16:45 — 👍 0 🔁 0 💬 0 📌 0
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Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
03.11.2025 15:45 — 👍 0 🔁 0 💬 0 📌 0
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Prediction Intervals for Model Averaging: Zhongjun Qu; Wendun Wang; Xiaomeng Zhang
03.11.2025 14:45 — 👍 0 🔁 0 💬 0 📌 0
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At-Risk Transformation for U.S. Recession Prediction: Rahul Billakanti; Minchul Shin
03.11.2025 13:45 — 👍 0 🔁 0 💬 0 📌 0
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Parameter Inference for Structural System Identification Based on Static State Estimation: Alahmad, Ahmad; Mínguez Solana, Roberto; Porras Soriano, Rocío; Lozano Galant, José Antonio; Turmo, José
03.11.2025 12:45 — 👍 0 🔁 0 💬 0 📌 0
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Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study: Pattravadee de Favereau de Jeneret; Ioannis Diamantis
03.11.2025 11:45 — 👍 0 🔁 0 💬 0 📌 0
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Multivariate Variance Swap Using Generalized Variance Method for Stochastic Volatility models: Semere Gebresilassie; Mulue Gebreslasie; Minglian Lin
03.11.2025 10:45 — 👍 0 🔁 0 💬 0 📌 0
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A high-frequency approach to Realized Risk Measures: Federico Gatta; Fabrizio Lillo; Piero Mazzarisi
03.11.2025 09:45 — 👍 0 🔁 0 💬 0 📌 0
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Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP: Mr. Paul Cashin; Mr. Fei Han; Ivy Sabuga; Jing Xie; Fan Zhang
03.11.2025 08:45 — 👍 0 🔁 0 💬 0 📌 0
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Centered MA Dirichlet ARMA for Financial Compositions: Theory & Empirical Evidence
03.11.2025 07:45 — 👍 0 🔁 0 💬 0 📌 0
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Mixed LR-$C(\alpha)$-type tests for irregular hypotheses, general criterion functions and misspecified models: Jean-Marie Dufour; Purevdorj Tuvaandorj
03.11.2025 06:45 — 👍 0 🔁 0 💬 0 📌 0
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Using locproj to easily estimate nonlinear local projections
27.10.2025 15:45 — 👍 1 🔁 0 💬 0 📌 0
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Testing and estimating structural breaks in time series and panel data in Stata: Yiannis Karavias; Joakim Westerlund; Jan Ditzen
27.10.2025 14:45 — 👍 0 🔁 0 💬 0 📌 0
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Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation: Zhuoxun Li; Clifford M. Hurvich
27.10.2025 13:45 — 👍 0 🔁 0 💬 0 📌 0
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Robust Semiparametric Inference for Bayesian Additive Regression Trees: Christoph Breunig; Ruixuan Liu; Zhengfei Yu
27.10.2025 12:45 — 👍 0 🔁 0 💬 0 📌 0
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Dynamic causal effects for time series in Stata
27.10.2025 11:45 — 👍 0 🔁 0 💬 0 📌 0
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A Uniformly Valid Test for Instrument Exogeneity: Prosper Dovonon; Nikolay Gospodinov
27.10.2025 10:45 — 👍 0 🔁 0 💬 0 📌 0
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Optimal break tests for large linear time series models: Abhimanyu Gupta; Myung Hwan Seo
27.10.2025 09:45 — 👍 1 🔁 0 💬 0 📌 0
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Local Projections Bootstrap Inference: Mar\'ia Dolores Gadea; \`Oscar Jord\`a
27.10.2025 08:45 — 👍 0 🔁 0 💬 0 📌 0
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Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
27.10.2025 07:45 — 👍 0 🔁 0 💬 0 📌 0
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The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data: Bauer, Dietmar; del Barrio Castro, Tomás
27.10.2025 06:45 — 👍 0 🔁 0 💬 0 📌 0
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Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges: Yifan He; Svetlozar Rachev
20.10.2025 16:45 — 👍 0 🔁 0 💬 0 📌 0
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Generalized Covariance Estimator under Misspecification and Constraints
20.10.2025 15:45 — 👍 0 🔁 0 💬 0 📌 0
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Measuring business cycles using VARs: Patrick Fève; Alban Moura
20.10.2025 14:45 — 👍 0 🔁 0 💬 0 📌 0
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FARS: Factor Augmented Regression Scenarios in R: Bellocca, Gian Pietro Enzo; Garrón Vedia, Ignacio; Rodríguez Caballero, Carlos Vladimir; Ruiz Ortega, Esther
20.10.2025 13:45 — 👍 0 🔁 0 💬 0 📌 0
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Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs
20.10.2025 12:45 — 👍 0 🔁 0 💬 0 📌 0
