Testing for Constant Unconditional Variance in Heavy-Tailed Time Series (Theory)
Andreu Sansó
Universitat de les Illes Balears
Paper not available
Quantitative Analysis of Climate Heterogeneity via an Unconditional Quantile Vector Error Correction Model (Both)
Andrey Ramos
Universidad Carlos III de Madrid
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Superior Predictive Ability in Unstable Environments with an Application to Downside Risk Forecasts (Empirical)
Ignacio Crespo
Universitat Pompeu Fabra
Paper not available