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Arie Preminger · Study
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Author
Arie Preminger
7 works
· latest 2010
· 2 institutions
cluster: provisional
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7
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7
Citations
521
Works here
7
06
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Most cited in this library
Theory and inference for a Markov switching GARCH model
2010 · 188 citations
On asymptotic theory for multivariate GARCH models
2009 · 112 citations
Forecasting exchange rates: A robust regression approach
2006 · 71 citations
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
2009 · 46 citations
Theory and Inference for a Markov Switching GARCH Model
2007 · 41 citations
Works
7 shown
Theory and inference for a Markov switching GARCH model
Econometrics Journal
·
2010
·
3 authors
·
Open access
188
citations
Deciding between GARCH and stochastic volatility via strong decision rules
Journal of Statistical Planning and Inference
·
2009
·
2 authors
24
citations
On asymptotic theory for multivariate GARCH models
Journal of Multivariate Analysis
·
2009
·
2 authors
·
Open access
112
citations
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
Econometric Theory
·
2009
·
2 authors
·
Open access
46
citations
Theory and Inference for a Markov Switching GARCH Model
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
41
citations
Forecasting exchange rates: A robust regression approach
International Journal of Forecasting
·
2006
·
2 authors
71
citations
Regime Switching GARCH Models
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
39
citations