David Veredas - Central Bank Research Hub

Papers by year: All | 2012

Title Other author(s)

A model for vast panels of volatilities

Bank of Spain Working Papers [View] (Paper: 1230, 12.09.2012)

TailCoR

Bank of Spain Working Papers [View] (Paper: 1227, 14.08.2012)

JEL: C32, C51, G01

Which model to match?

Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012)

JEL: C13, C52

Marginal quantiles for stationary processes

Bank of Spain Working Papers [View] (Paper: 1228, 14.08.2012)

JEL: C01

Papers by year: All | 2012