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Publications by Melanie Schienle

Testing for an Omitted Multiplicative Long-Term Component in GARCH Models

Journal of Business and Economic Statistics

Social Sciences

English

Financial Network Systemic Risk Contributions

SSRN Electronic Journal

English

Related publications

Asymptotics for Parametric GARCH-in-Mean Models

SSRN Electronic Journal

English

Testing for Mechanistic Interactions in Long-Term Follow-Up Studies

Multidisciplinary

English

Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal

English

Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

Econometrics Journal

English

Sample and Implied Volatility in GARCH Models

Journal of Financial Econometrics

English

Multi Long-Short Term Memory Models for Short Term Traffic Flow Prediction

IEICE Transactions on Information and Systems

Electronic Engineering

Pattern Recognition

Computer Vision

Artificial Intelligence

English

Measuring the Forecast Performance of GARCH and Bilinear-Garch Models in Time Series Data

American Journal of Applied Mathematics

English

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal

English

Omitted Financial Disclosure In: Testing for Fragile X Gene Mutations Throughout the Life Span

JAMA - Journal of the American Medical Association

English