Arie Preminger

University of Haifa - Department of Economics

Haifa 31905

Israel

Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

34 Voie du Roman Pays

B-1348 Louvain-la-Neuve, b-1348

Belgium

  • University of Haifa - Department of Economics

  • Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

SCHOLARLY PAPERS

7

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15

CROSSREF CITATIONS

30

Scholarly Papers (7)

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1.

Regime Switching GARCH Models

CORE Discussion Paper No. 2006/11
Number of pages: 24 Posted: 14 Jul 2006
Luc Bauwens, Arie Preminger and J. V. K. Rombouts
Université catholique de Louvain, University of Haifa - Department of Economics and HEC Montreal
Downloads 805 (47,990)
Citation 23

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GARCH, regime switching, Bayesian inference

2.

Forecasting Exchange Rates: A Robust Regression Approach

CORE Discussion Paper No. 2005/25
Number of pages: 25 Posted: 27 Jan 2006
Arie Preminger and Raphael Franck
University of Haifa - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 719 (55,876)
Citation 2

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Exchange rates, Forecasting; Neural networks, Outliers, Robust regression approach, S-estimation

3.

Deciding between GARCH and Stochastic Volatility Via Strong Decision Rules

CORE Discussion Paper No. 2006/42
Number of pages: 28 Posted: 04 Aug 2006
Arie Preminger and Christian Hafner
University of Haifa - Department of Economics and Catholic University of Louvain (UCL) - School of Statistics
Downloads 497 (89,447)
Citation 3

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GARCH, stochastic volatility, model selection

4.

Theory and Inference for a Markov Switching GARCH Model

CORE Discussion Paper No. 2007/55
Number of pages: 26 Posted: 06 Sep 2007
Luc Bauwens, Arie Preminger and J. V. K. Rombouts
Université catholique de Louvain, University of Haifa - Department of Economics and HEC Montreal
Downloads 337 (139,405)
Citation 6

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GARCH, Markov-switching, Bayesian inference

5.

Asymptotic Theory for a Factor GARCH Model

CORE Discussion Paper No. 2006/71
Number of pages: 28 Posted: 15 Nov 2006
Christian Hafner and Arie Preminger
Catholic University of Louvain (UCL) - School of Statistics and University of Haifa - Department of Economics
Downloads 146 (306,356)
Citation 1

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Multivariate GARCH, factor model, geometric ergodicity, maximum likelihood, consistency, asymptotic normality

6.

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

CORE Discussion Paper No. 2006/68
Number of pages: 25 Posted: 14 Nov 2006
Arie Preminger and Giuseppe Storti
University of Haifa - Department of Economics and CSEF - University of Naples Federico II
Downloads 115 (366,673)
Citation 1

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GARCH (1,1), least squares estimation, consistency, asymptotic normality, law of the iterated logarithm

7.

A Model Selection Method for S-Estimation

CORE Discussion Paper No. 2005/73
Number of pages: 41 Posted: 28 Feb 2006
Arie Preminger and Shinichi Sakata
University of Haifa - Department of Economics and University of British Columbia (UBC)
Downloads 58 (549,568)
Citation 2

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Robust model selection, partial identification, law of the iterated logarithm