Central Bank Research Hub - JEL classification C58: Financial Econometrics

	Title	Author(s)
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Econometric Modeling of Exchange Rate Volatility and Jumps St Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) JEL: C13, C14, C58, F31	Deniz Erdemlioglu Christopher J. Neely Sébastien Laurent