Arie Preminger

发表

Forecasting Exchange Rates: A Robust Regression Approach

Arie Preminger, R. Franck, 2005 .

The extended switching regression model: Allowing for multiple latent state variables

Arie Preminger, David Wettstein, David Wettstein, 2007 .

Extended switching regression models with time-varying probabilities for combining forecasts

David Wettstein, Arie Preminger, U. Ben-Zion, 2006 .

Deciding between GARCH and Stochastic Volatility Via Strong Decision Rules

C. Hafner, Arie Preminger, 2006 .

A Model Selection Method for S-Estimation

Arie Preminger, S. Sakata, 2005 .

Least�?Squares Estimation of GARCH(1,1) Models with Heavy�?Tailed Errors

G. Storti, Arie Preminger, 2014 .

The effect of additive outliers on a fractional unit root test

C. Hafner, Arie Preminger, 2016 .

The effect of additive outliers on a fractional unit root test

C. Hafner, Arie Preminger, 2015, AStA Advances in Statistical Analysis.

Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models

David Wettstein, Arie Preminger, 2005 .

On Asymptotic Theory for ARCH (∞) Models

C. Hafner, Arie Preminger, 2017 .

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Arie Preminger, M., Christian, 2016 .

Regime Switching GARCH Models

Arie Preminger, Luc Bauwens, L. Bauwens, 2006 .

Theory and Inference for a Markov Switching GARCH Model

Luc Bauwens, L. Bauwens, J. Rombouts, 2007 .

Estimation Under Mode Effects and Proxy Surveys, Accounting for Non-ignorable Nonresponse

Danny Pfeffermann, Arie Preminger, D. Pfeffermann, 2021, Sankhya A.

On asymptotic theory for multivariate GARCH models

Christian M. Hafner, Arie Preminger, C. Hafner, 2009, J. Multivar. Anal..

ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL

C. Hafner, Arie Preminger, 2006, Econometric Theory.

Département des Sciences Économiques de l'Université catholique de Louvain Theory and Inference for a Markov Switching Garch Model

L. Bauwens, J. Rombouts, Arie Preminger, 2020 .

An ARCH model without intercept

C. Hafner, Arie Preminger, 2015 .

A GARCH (1,1) Estimator with (Almost) No Moment Conditions on the Error Term

G. Storti, Arie Preminger, 2006 .