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Mariano, Roberto S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,282 |
Total
Citations
619 |
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1.
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Koh, Winston T.H.
Singapore Management University - School of Economics & Social Sciences Mariano, Roberto S.
Singapore Management University Pavlov, Andrey D.
Simon Fraser University (SFU) - Finance Area Phang, Sock Yong
Singapore Management University - School of Economics & Social Sciences Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
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806
(12,993)
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7
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Real estate bubble, lender optimism, disaster myopia, Asian financial crisis
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2.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Diebold, Francis X.
University of Pennsylvania - Department of Economics Mariano, Roberto S.
Singapore Management University Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences
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589
(20,465)
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4
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Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management
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3.
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Brunetti, Celso
Federal Reserve Board Mariano, Roberto S.
Singapore Management University Scotti, Chiara
University of Pennsylvania - Department of Economics Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences
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468
(27,804)
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1
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Currency Crises, Markov Switching Models, Volatility
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4.
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Mariano, Roberto S.
Singapore Management University Abiad, Abdul G.
International Monetary Fund (IMF) - Research Department Gultekin, Bulent
University of Pennsylvania - Finance Department Shabbir, Tayyeb
University of Pennsylvania - Department of Economics Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences
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406
(33,477)
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3
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5.
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Mariano, Roberto S.
Singapore Management University Murasawa, Yasutomo
Osaka Prefecture University - College of Economics
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206
(72,659)
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39
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6.
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Koh, Winston T.H.
Singapore Management University - School of Economics & Social Sciences Mariano, Roberto S.
Singapore Management University Pavlov, Andrey D.
Simon Fraser University (SFU) - Finance Area Phang, Sock Yong
Singapore Management University - School of Economics & Social Sciences Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
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189
(79,068)
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3
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real estate bubble, lender optimism, disaster myopia, Asian financial crisis
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7.
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Koh, Winston T.H.
Singapore Management University - School of Economics & Social Sciences Mariano, Roberto S.
Singapore Management University Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences
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136
(106,619)
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Vehicle quotas, licenses, auction theory, revenue equivalence
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8.
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Green, Richard K.
University of Southern California - Lusk Center for Real Estate Mariano, Roberto S.
Singapore Management University Pavlov, Andrey D.
Simon Fraser University (SFU) - Finance Area Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
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22 Oct 08
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Last Revised:
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16 May 12
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112
(124,679)
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1
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real estate, mortgage securitization, banking, instability, mortgage-backed securities, MBS markets, Asia
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9.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Mariano, Roberto S.
Singapore Management University
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102
(133,453)
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552
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10.
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Mariano, Roberto S.
Singapore Management University Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences
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98
(137,192)
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1
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Econometric Forecasting, High-Frequency Data, Time Series, Seasonality, Compound Autoregressive Processes, Affine Processes, Macroeconomic Modeling, Evaluating Forecast Uncertainty, Financial Data Analysis
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11.
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Brunetti, Celso
Federal Reserve Board Mariano, Roberto S.
Singapore Management University Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences Scotti, Chiara
Board of Governors of the Federal Reserve System
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92
(143,134)
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2
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Currency crises, Financial markets, Banking sector, Regime Switching, Volatility
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12.
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Testing under Non-standard Conditions in Frequency Domain: With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate
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Versions (2)
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Mariano, Roberto S.
Singapore Management University
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Posted:
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08 Mar 98
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Last Revised:
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18 Nov 06
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51
(198,826)
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4
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Mariano, Roberto S.
Singapore Management University
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51
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4
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markov regime switching, fourier transformation, periodogram, power spectrum, asymptotics, simulation, boostrap
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Gong, Frank F.
Bank of America - Bank of America, Hong Kong Mariano, Roberto S.
Singapore Management University
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0
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13.
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Mariano, Roberto S.
Singapore Management University Preve, Daniel
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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25
(258,299)
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2
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forecast comparison, multivariate tests of equal predictive ability, Diebold–Mariano test, finite-sample correction
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14.
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Mariano, Roberto S.
Singapore Management University Murasawa, Yasutomo
Osaka Prefecture University - College of Economics
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2
(336,111)
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1
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15.
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Chow, Hwee Kwan
Singapore Management University Kriz, Peter N.
Singapore Management University Mariano, Roberto S.
Singapore Management University Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences
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Regional Economic Integration, Monetary Policy Cooperation, Exchange Rate Arrangements, Sequencing
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Records 1 -
15
of 15 matches
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