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1. State space modeling of multiple time series: a comment


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2. Multivariate Regime–Switching GARCH with an Application to International Stock Markets


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3. Value-at-Risk and Expected Shortfall for Rare Events


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4. Modeling asset returns with alternative stable distributions


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5. Time-Series Evidence on the Nonlinearity Hypothesis for Public Spending


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6. Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries


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7. Forecasting stock market volatility and the informational efficiency of the DAX-index options market


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8. Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions


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9. Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data


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10. Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances


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