Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2025

Article

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2025) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Journal of Econometrics. (In Press)

Vrontos, Spyridon (2025) Forecasting GDP growth: the economic impact of COVID-19 Pandemic. Journal of Forecasting, 43 (4). pp. 1042-1086. DOI https://doi.org/10.1002/for.3072

Yan, Lili and Kellard, Neil M and Lambercy, Lyudmyla (2025) Multivariate range-based EGARCH models. International Review of Financial Analysis, 100. p. 103983. DOI https://doi.org/10.1016/j.irfa.2025.103983

Monograph

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2025) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Thesis

Luce, Ludovico (2025) Essays on the oil price volatility implications on macroeconomics and corporate finance. Doctoral thesis, University of Essex.