European University Institute Library
Mariano, Roberto S
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Mariano, Roberto S
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Mariano, Roberto S
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5
Stock market returns and economic fundamentals in an emerging market, the case of Korea
Comparing predictive accuracy
Econometric forecasting and high-frequency data analysis, editors, Roberto S. Mariano, Yiu-Kuen Tse
Markov switching Garch models of currency crises in Southeast Asia
Nonlinear and non-Gaussian state-space modelling with Monte-Carlo simulations
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4
A new coincident index of business cycles based on monthly and quartely series
Simulation-based inference in econometrics, methods and applications, Roberto Mariano, Til Schuermann, and Melvyn J. Weeks
Simulation-based inference in economics, methods and applications, Roberto Mariano, Til Schuermann, and Melwyn J. Weeks
Markov chains in predictive models of currency crises, with applications to southeast Asia
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