Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249:.
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D\textquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917. -
Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22. -
Naghi, \AndreaA.\, O'Neill, E. and \Danielova Zaharieva\, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, 39(7):1321--1331.