CGR’s collective contribution to theoretical and empirical research is evidenced by publications in high quality journals in economics and management, including the Review of Economics and Statistics, ...

Specification Curve is a Python package that performs specification curve analysis: exploring how a coefficient varies under multiple different specifications of a statistical model.

School of Finance, Anhui University of Finance and Economics, Bengbu, China In this paper, we propose the realized EGARCH model with jumps (hereafter REGARCH-Jump model) to model and forecast the ...