E. Smetanina

Real-Time GARCH: Does Current Information Matter?

E. Smetanina, 2016 .

Forecast Evaluation Tests-a New Approach

E. Smetanina, 2017 .

Estimation of nonstationary nonparametric regression model with multiplicative structure

Wei Biao Wu, Ekaterina Smetanina, Likai Chen, 2021 .

Real-Time GARCH

Ekaterina Smetanina, E. Smetanina, 2017 .