Books by Jonathan H. Wright
Research Handbook of Financial
Research Handbook of Financial Markets
Predicting sharp depreciations
Predicting sharp depreciations in industrial country exchange rates
Bayesian model averaging and e
Bayesian model averaging and exchange rate forecasts
Forecasting U.S. inflation by
Forecasting U.S. inflation by Bayesian model averaging
Exact confidence intervals for
Exact confidence intervals for impulse responses in a gaussian vector autoregression
Log-periodogram estimation of
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns